CMake Error: install(EXPORT "ProjectTargets" ...) includes target "xxx" which requires target "yyy" that is not in any export set.

Err, yes, sorry.

To use it:

target_link_libraries(${PROJECT_NAME}
  PRIVATE
    "$<BUILD_INTERFACE:${PROJECT_NAME}_myoptions>"
    "$<BUILD_INTERFACE:${PROJECT_NAME}_mywarnings>")

Replace BUILD_INTERFACE with BUILD_LOCAL_INTERFACE once you can assume CMake 3.26.