I looked at the links you pointed out and ended up making some adjustments to my rules because of this, but they didn’t solve the problem I reported.
However, I noticed that when I added the path of the third party libraries to this IMPORTED_CXX_MODULES_INCLUDE_DIRECTORIES variable in the auto-generated CMake file, the compilation worked normally.
Trying to figure out how to make it work, I realized that I had to add:
foreach (DEP ${DEPENDENCIES})
get_target_property(dep_include_dirs ${DEP} INTERFACE_INCLUDE_DIRECTORIES)
target_include_directories(${LIBRARY_NAME} PRIVATE ${dep_include_dirs})
endforeach ()
Which I didn’t need before for my headers library 
.
Now it seems to work normally.