Remove lua source and add build dependency

[Broes De Cat]

Moving out building lua ourselves would greatly help cross-compiling support, as it does not build natively on windows.

[Broes De Cat]

It does build natively on windows and we have some adapted code and building on minwg is a bit awkward, so its easier to stick with building it natively.

[Broes De Cat]

Removing milestone: Later (automated comment)