The ExternalProject_Add DEPENDS option adds two types of dependencies.
It adds a target-level build order dependency between the external
project target and the named targets.  It also adds a file-level
dependency on the "done" stamp file of the named external project
targets.  Targets not created by ExternalProject_Add have no such stamp
file and no _EP_STAMP_DIR property.  Prior to commit d14c0243 (Refactor
repeated code into function, 2012-04-26) we unconditionally accepted an
empty stamp dir and generated a dependency on a non-existent file.
After that commit we generate an error that no stamp dir is set.

Skip the file-level dependency when the named dependency is not an
external project target in order to allow this use case.  Teach the
ExternalProject test to cover the case.