Re : Liquibase + MySQL + Foreign Keys to different database

Liquibase is really designed to only work with a single schema at a time. If you are working with complex multi-schema databases (or, as MySQL calls them, multiple databases) then you should probably look at Datical DB. The other option is to write your own wrappers around Liquibase to handle the multiple different databases. 

Steve Donie
Principal Software Engineer
Datical, Inc. http://www.datical.com/