But if you try to use Gibeonite Curse and all your evil characters are protected from capture, then you still remove a dom from opponent's discard if you can, but you can't search his deck, because you didn't pay the full cost, which included capturing your Canaanite (not attempting to target him for capture).
Also, you can't try to target a character that is protected. If you have a black Canaanite that is not protected from capture, you must target him, not one that is protected.