gdb: use system zlib, fix guile support

[abbradar]

Also convert flags to a list and a couple of other style improvements.
cc @nbp

[mention-bot]

By analyzing the blame information on this pull request, we identified @edolstra, @nbp and @civodul to be potential reviewers

[nbp]

This sounds good to me, I am still sad that the build system of gdb does not allow us to build guile and python scripting languages as extensions which would be ldopen, as this would have avoided the necessary dependency on guile.