Yes.

The line

ALTER TABLE MyTable DROP CONSTRAINT PK_MyIdGO

should read

ALTER TABLE MyTable DROP CONSTRAINT PK_MyId

(That is, remove the GO at the end).

When I wrote that you were missing a GO, I had not seen that the GO was there, but in the wrong place. You added the GO, but kept the extraneous one at the end of the line. Those two extra letters invalidated the DROP CONSTRAINT (because there is no constraint named PK_MyIDGO; the proper constraint name is PK_MyID).