Ok.

I solved it.
Had to recompile gem mysql

Didn't come up that easy.

First I had to go to
/opt/local/lib/ruby/gems/1.8/gems/mysql-2.7
and run
sudo ruby extconf.rb
--with-mysql-config=/opt/local/lib/mysql5/bin/mysql_config
manually from there.

That made a proper Makefile

And only after that
sudo gem install mysql
started to work.

Mysql5