Building (intel) HDF5 1.14.6 with zlib and szip

@byrn @hyoklee

I would say my issue is similar to Building with zlib (and szip) on windows - HDF5 Library / C++ Users’ Group - HDF Forum but they just worked around the error by building szip and zlib from scratch which doesn’t work for me since I need zlib-targets.cmake. Any other workarounds you can think of?