Fix.

su – munin
vi ~/.bash_profile
export LD_LIBRARY_PATH=$PATH:/usr/local/cpanel/3rdparty/lib64/mysql
munin-run mysql_connections

but this works only from curret shell session, so you need:

vi /etc/ld.so.conf.d/munin.conf
/usr/local/cpanel/3rdparty/lib64/mysql
ldconfig
/etc/init.d/munin-node restart