Hey jom! We are currently changing how dependencies are obtained; not only for technical reasons (better and reproducible builds) but also because we can't easily update the libraries where they are stored now.
If you take seph's approach, then you can more easily bring your own Windows-compatible kakfa library and work around the problem. You can look at the branch I'm working on and copy how I imported it:
https://github.com/osquery/osquery/commit/083df997519cf930c8b74f86498b62fb742b07e2
If you decide to work on this, we can help out! 🙂