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My guess is that /usr/local/bin is not in the user's PATH, but that's where msolve was installed. To repair this:

• Within Sage you can run something like os.environ['PATH'] += ":/usr/local/bin" to append that directory to PATH. If this works, then alter your PATH in your shell's init file to make the change persistent.
• Alternatively, when you build msolve, you can use ./configure --prefix=/path/to/someplace/else, to specify another location in which to install it, ideally some place that's already in your PATH. Maybe $HOME/.local?
• Alternatively, you could use homebrew to install their version of msolve, and also follow the homebrew instructions to make sure that you permanently add the appropriate directories to your PATH.