Alternatively, you can modify the script with the full path to mysqldump.
Edit the following script:
${SITEROOT}/wp-content/plugins/siteground-migrator/shuttle-dumper.php
Find the line:
$command = 'mysqldump -h ' . escapeshellarg( $parsed_host['host'] ) .
and change it to:
$command = '/usr/local/bin/mysqldump -h ' . escapeshellarg( $parsed_host['host'] ) .
Save the file, then re-run the migration.