Learn Arabic (Modern Standard): يا مساعد، أين المكياج؟

Because you are addressing a specific assistant directly, making it an "intended indefinite noun" (النكرة المقصودة). The rule for this vocative state is to use a single Damma, so it becomes يا مساعدُ. If you were calling out for any assistant in general, it would take the accusative with Tanween (يا مساعداً).

Could مساعد be a person's actual name here, and would that change the grammar?

Yes, مساعد is a common Arabic name (Musa'id). If it is used as a proper name, the grammar rule remains exactly the same! Proper nouns addressed directly also take a single Damma without Tanween. So whether it means "O assistant" or "O Musa'id," it is pronounced يا مساعدُ.

Is المكياج a native Arabic word, and does it take standard case endings?

المكياج is a loanword borrowed from the French "maquillage" (makeup). Despite being borrowed, it is fully integrated into Arabic grammar and takes standard case endings. Here, it is the subject of the sentence, so it takes a Damma at the end: المكياجُ (al-mikyaju).