In this case, the two verbs do not need to agree in tense because they refer to ideas which occur in two different time frames. The request "he asked for Carol" refers to something someone did in the past, and is not doing in the present, so a past tense verb is appropriate. You are supposed to infer that someone asked for Carol in the past, but whoever did so is not asking for her at the present time.
On the other hand, if it remains true that no one named Carol works at the establishment where the request was made, then it is a fact at the present tense, and so a present tense verb would be appropriate, because saying "no one named Carol worked here" would imply that someone named Carol now does work there.
So, he asked for Carol (past tense), but there is no one working here (present tense) called Carol.
As for what "called" means, in this context it means "named".
Most languages have more than one way of saying "named", and in English, we use the word "called" because if you want to verbally get someone's attention, you call out to them. So, when referring to either a person or object, the verb "called" means either "named" (such as "she's called Carol"), or "labeled" (as in "she just called me a jerk"... even though you are not actually named "jerk", that's how you were referred to).