This can use system zstd already but will not find it given
it does not install cmake files, so use pkg-config.
https://bugs.gentoo.org/872254
--- a/cmake/SearchForStuff.cmake
+++ b/cmake/SearchForStuff.cmake
@@ -114,5 +114,2 @@
-find_optional_system_library(zstd 3rdparty/zstd 1.4.5)
-if (${zstd_TYPE} STREQUAL System)
-	alias_library(Zstd::Zstd zstd::libzstd_shared)
-	alias_library(pcsx2-zstd zstd::libzstd_shared)
-endif()
+pkg_check_modules(zstd REQUIRED IMPORTED_TARGET libzstd)
+alias_library(Zstd::Zstd PkgConfig::zstd)