We have many active connections to MySQL from DSPs installed in quite a variety of environments. In fact, the DSP’s own database is MySQL, so MySQL is natively supported without needing any drivers or modifications.
It is impossible that you don’t have web.*.log files being written if you have logged into your admin console, because these logins are logged in these DSP log files. Unless your installation was not completed properly, these logs will be there; and they will contain the error that describes your MySQL connection issue.