How are they "defying the federal government"? As has been pointed out several times, the CDC and other federal guidelines are guidelines, they are not laws nor executive orders.
As to whether some governors' orders are unconstitutional ... it is my understanding that lawsuits have been filed in some states, and that's the established procedure for determining if/when something the government does is or isn't constitutional.
No, the duty of a state governor goes beyond upholding the federal Constitution. To determine the extent of any particular governor's duties, you need to read that state's constitution.