synodontis eupterus are great fish for a african cichlid tank, I would be more worried about it getting picked on but they are predatores so small fish could get eaten but unlikely unless fry size
try and make more hiding spots(move things around at bottom on your tank) for your cat fish as it might be stressed from other fish getting in it's way.
Your syno will probably only chase the Malawi's when there is food about and they are competing for it. I have 2 in my Mbuna tank and they can take care of themselves, they are about the only thing that the Mbuna will move out of the way for. Neither the Mbuna or the Syno should come to any harm other than the odd bit of fin nipping but that's normal with these guys.