FindZLIB accepts various names for zlib (e.g. "z", "zlib", ...) in
various search locations. Before this patch zlib ignored the priority
implied by the search locations and instead prioritized based on the
library name. Consequently ensuring the pick of a zlib from e.g. a
CMAKE_PREFIX_PATH was not possible if it didn't have the highest
priority name ("z").

This unexpected behavior led to bugs in third party projects (e.g.
https://github.com/Microsoft/vcpkg/issues/1939). A common way to
encounter the issue in the wild is on Windows with the popular
Anaconda python distribution which puts a "z.lib" in a lib/
subdirectory reachable from a bin/ path in PATH. From then on cmake
will always pick up this library instead of the one intended by the
user.

This patch adds the NAMES_PER_DIR option to the find_library calls made
by FindZLIB making it search each directory for all names before
considering lower priority directory names resolving these issues.