I have tried to pull all the dependencies for ASDF building into the repo. I have done this primarily using git submodules, but also had to pull in cl-ppcre as source, since it doesn't seem to be available as a git repo.
If you can, please pull an update, checkout the experimental-submodules branch, and see if it configures properly. All the dependencies should pop up in the ext/ subdirectory (this may not be the best place; I'm open to suggestions for improvement).
Please report any problems and Thanks, Robert