I don't really understand what you are trying to do, but the error message "SIGMA must be a square, symmetric, positive definite matrix" suggests the problem. fminsearch is trying different theta values, and sometimes it tries values for which the sigma matrix [theta(3) theta(6);theta(5) theta(6)] is not positive definite.
Inside your error function (not an anonymous one),you will have to compute a legal SIGMA from whatever values fminsearch suggests. (To do that, you may need to re-parameterize the problem a little bit.) For example, fminsearch might try a negative value for theta(3), but variances have to be positive. So, for example, you might have something like
thiscovar = theta(6);
SIGMA(1,1) = abs(theta(3));
SIGMA(1,2) = thiscovar;
SIGMA(2,1) = thiscovar;
SIGMA(2,2) = abs(theta(5));
and then call mvnpdf with this computed SIGMA.