The onError parameter of Server::start was default initialized with
OnError(), which is an 'invalid target', not a no-op implementation.

Replace with a true no-op implementation.

`nlohmann/json` raises a `size_t` to `int` MSVC warning that will fail the build if `CPPDAP_WARNINGS_AS_ERRORS` is enabled.
Given that this is not our code, the best we can do is to make an exception for this warning.

Only set the third_party directory variables if they're not already set
(by the dependee project).