Conan is not using pcre2's CMake build system, instead the package is being build with the Conan Python infrastructure. I don't know if in the end you'll
have CMake Module or CMake Config packages.
vcpkg is using pcre2's CMake build system. It controls it from outside,
and afterwards it does some patching to ensure PCRE2_STATIC works as expected.
vcpkg is using CMake Module packages. In the vcpkg portfile the zlib and bzip2
dependencies are not mentioned. I assume they are somehow available in the
vcpkg build environment prior to building pcre2.
Hunter is using pcre2's CMake build system, and it does modify the pcre2's CMakeLists.txt to call the Hunter CMake API. It handles the
dependencies, and then it properly installs / exports a CMake Config package. In
the commit history you can see what it takes
to import a package in the Hunter repository.
At QTBUG-75578 there is a description on how
to use Hunter to download / build / install the 3rd party dependencies of
Qt6::Base module, in order to build it on Windows with MinGW. You only need to edit
one CMakeLists.txt file.
I would like to point out that Ruslan Baratov contributed the IPO/LTO
functionality that landed in CMake 3.9.