> # sudo /usr/lib64/bacula/make_catalog_backup.pl MyCatalog
No errors listed, so might be ok.
> sh: /usr/sbin/dbcheck.mysql: No such file or directory
This could mean it cannot find the file MyCatalog. Did you say that there is a file named /usr/sbin/dbcheck.mysql ?
>Can't find your catalog (MyCatalog) in director configuration
Bacula is complaining. How does the section for the catalog job (and related) in /etc/bacula/bacula-dir.conf look? Make sure the paths are correct for your system.