The following variables are used in this project, but they are set to NOTFOUND.
LZ4_LIBS

The reason for the failure is that pkg_check_modules will not guarantee
<prefix>_LIBRARY_DIRS variable to be set, according to documentation.
When it's not set, we would force find_library to look in an empty path
and thus fail to correctly find LZ4_LIBS, although pck_check_modules
did previously discover that the library is installed.

To fix the problem and still keep the logic of first following
LIBLZ4_LIBRARY_DIRS and *then* look at other paths, we call find_library
twice. This is the recommended approach, according to CMake 3.11
documentation.