Problem: static build broken on Win + CMake

Solution: revert the objects optimisation, and go back to building
everything twice on Windows, as the static builds needs different
preprocessor definitions from the shared one, so the objects have to be
rebuilt.
Keep the optimisation for all the other platforms.
Fixes #2858

CMakeLists.txt

@@ -746,16 +746,12 @@ if (BUILD_STATIC)
   list(APPEND target_outputs "libzmq-static")
 endif()
 
-# avoid building everything twice for shared + static
-add_library (objects OBJECT ${sources})
-set_property(TARGET objects PROPERTY POSITION_INDEPENDENT_CODE ON)
-
 if (MSVC)
   # Suppress linker warnings caused by #ifdef omission
   # of file content.
   set( CMAKE_STATIC_LINKER_FLAGS /ignore:4221 )
   if (BUILD_SHARED)
-    add_library (libzmq SHARED $<TARGET_OBJECTS:objects> ${public_headers} ${html-docs} ${readme-docs} ${CMAKE_CURRENT_BINARY_DIR}/NSIS.template.in ${CMAKE_CURRENT_BINARY_DIR}/version.rc)
+    add_library (libzmq SHARED ${sources} ${public_headers} ${html-docs} ${readme-docs} ${CMAKE_CURRENT_BINARY_DIR}/NSIS.template.in ${CMAKE_CURRENT_BINARY_DIR}/version.rc)
     target_link_libraries (libzmq ${OPTIONAL_LIBRARIES})
     set_target_properties (libzmq PROPERTIES
       PUBLIC_HEADER "${public_headers}"
@@ -768,7 +764,7 @@ if (MSVC)
   endif()
   
   if (BUILD_STATIC)
-    add_library (libzmq-static STATIC $<TARGET_OBJECTS:objects> ${CMAKE_CURRENT_BINARY_DIR}/version.rc)
+    add_library (libzmq-static STATIC ${sources} ${CMAKE_CURRENT_BINARY_DIR}/version.rc)
     set_target_properties (libzmq-static PROPERTIES
       PUBLIC_HEADER "${public_headers}"
       RELEASE_POSTFIX "${MSVC_TOOLSET}-mt-s-${ZMQ_VERSION_MAJOR}_${ZMQ_VERSION_MINOR}_${ZMQ_VERSION_PATCH}"
@@ -778,6 +774,11 @@ if (MSVC)
       OUTPUT_NAME "libzmq")
   endif()
 else ()
+  # avoid building everything twice for shared + static
+  # only on *nix, as Windows needs different preprocessor defines in static builds
+  add_library (objects OBJECT ${sources})
+  set_property(TARGET objects PROPERTY POSITION_INDEPENDENT_CODE ON)
+
   if (BUILD_SHARED)
     add_library (libzmq SHARED $<TARGET_OBJECTS:objects> ${public_headers} ${html-docs} ${readme-docs} ${zmq-pkgconfig} ${CMAKE_CURRENT_BINARY_DIR}/version.rc)
     target_link_libraries (libzmq ${OPTIONAL_LIBRARIES})
@@ -812,9 +813,16 @@ else ()
       OUTPUT_NAME "zmq"
       PREFIX "lib")
   endif()
+
+  target_include_directories (objects
+    PUBLIC
+      $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/include>
+      $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}>
+      $<INSTALL_INTERFACE:include>
+  )
 endif ()
 
-foreach (target ${target_outputs} objects)
+foreach (target ${target_outputs})
   target_include_directories (${target}
     PUBLIC
       $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/include>