Is a Catholic dogma that Moses (as the Exodus prophet) actually existed? "Modern scholars' consensus" is that:


there is no archaeological evidence that the events described in Exodus occurred.
Moses (as described in the Exodus and other books) is a legendary figure, and not a historical one.


However, in the key episode of the Transfiguration, as written in the synoptic gospels, it is recounted that Moses and Elijah appeared to Jesus, and they were conversing. Similarly, in many verses Jesus refers to Moses, indicating perhaps that he actually existed, as we would not expect Jesus to lie (although the argument could be made that he was talking to the Hebrews in their own terms, i.e. assuming the myth of the Exodus, if it is a myth).

All mentions of Moses in the Catechism seem not to discuss his historicity, treating events as if they happened. There is however the same treatment for Adam, which we know the Catholic Church does not dogmatically claim to be a historical figure. For instance, Adam's entry in the Catholic Encyclopedia (with Imprimatur) reads:


  To what extent these chapters should be considered as strictly historical is a much disputed question, the discussion of which does not come within the scope of the present article.


However, when it comes to Moses, the Encyclopedia states:


  To deny or to doubt the historic personality of Moses, is to undermine and render unintelligible the subsequent history of the Israelites.


This seems to be a more stronger case for historical reality. Thus, the question: does the Catholic Church declares as dogma of faith that Moses actually existed? I see that some christian denominations do not consider Moses to have been physically there in the Transfiguration event (whilst still not necessarily denying his historicity).
Yes, Catholics must believe in the historical reality of Christ, Moses, Adam &amp; Eve, et al.

Modernist heretics dispute their historicity, but magisterial teaching (DZ 1997) unequivocally says that Moses authored the Pentateuch (first 5 books of the Old Testament), by answering the following question in the negative:


  Question 1. Whether the arguments accumulated by critics to impugn the Mosaic authenticity of the Sacred Books, which are designated by the name Pentateuch, are of such weight that, in spite of the very many indications of both Testaments taken together, the continuous conviction of the Jewish people, also the unbroken tradition of the Church in addition to the internal evidences drawn from the text itself, they justify affirming that these books were not written by Moses, but were composed for the most part from sources later than the time of Moses?
  
  Reply: No.


The same Pontifical Biblical Commission affirmed that at least


  The first three Chapters of Genesis contain narratives that correspond to objectively real and historically true events (rerum vere gestarum narrationes quae scilicet obiectivae realitati et historicae veritati respondeant), no myths, no mere allegories or symbols of religious truths, no legends.


If Moses were fictional, how could a fictional character author anything, let alone something that contains "historically true events"?

Also, the Catholic Encyclopedia isn't a magisterial document. Imprimatur simply means "let it be published," and nihil obstat means "nothing prevents [it from being published]." It doesn't make the publication an official magisterial pronouncement of the bishop(s) who gave the imprimatur and nihil obstat.