Yes, we are aware of the issues regarding use in add_subdirectory - understand that the CMake implementation was designed to be used in an ExternalProject call. One of the next enhancements will be use in add_subdirectory.
The problem with the H5E* headers is that the option for generating those headers was left enabled in release code. We hope to correct that in the future. See: HDF5_GENERATE_HEADERS
For warnings try: HDF5_DISABLE_COMPILER_WARNINGS
we are working towards reducing warnings - it is a slow process. Current development has started to move some warnings to errors.
Allen