Add zstd test and fix plugin build for CMake/Cygwin #1406

Job	Run time
build-deps-serial (1.10.8)	17s
build-deps-parallel (1.14.3)	21s
build-deps-serial (1.12.2)	19s
build-deps-serial (1.14.3)	19s
nc-ac-tests-oneoff-parallel (1.14.3)	8m 0s
nc-cmake-tests-oneoff-parallel (1.14.3)	4m 55s
nc-ac-tests-oneoff-serial-shared (1.14.3)	3m 7s
nc-ac-tests-oneoff-serial-static (1.14.3)	2m 36s
nc-cmake-tests-oneoff-serial-shared (1.14.3)	1m 28s
nc-cmake-tests-oneoff-serial-static (1.14.3)	1m 30s
nc-autotools	0s
nc-cmake	0s
	22m 52s

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