More Conan packages moved to CPM (2nd try)

Replaces !3458 (closed).

Packages still on Conan:

• PETSc (no CMake build system)
• LIS (no CMake build system)
• tfel (upstream MGIS requires tfel to be installed)
• Qt (no CMake build system, Qt 6 is CMake-based)
• netcdf-cxx (requires netcdf-c, proj4, haven't done yet) -> will be added later
• vtk -> will be added later

TODO:

• Check if libs are picked up from system (Eigen, Boost, hdf5, LibXml2?, VTK)
• Check for new warnings

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1. Feature description was added to the changelog
2. Tests covering your feature were added?