Reduce the number of possible locations used to find libraries,
to simplify troubleshooting.
Only keep '*_ROOT_DIR' and the path used by 'install_deps.sh'.
With new jemalloc versions memory allocated by threads that then become
inactive is not longer automatically freed. Instead we have to enable a
background thread to do it.
Some testing is needed to find out of this is sufficient, because the
background thread only runs periodically.
