I just decided to do a git pull. It looks as though there is are additional dependencies for OpenVDB that may not have been taken into account at least for OS X:
Here is the error for ILM which is in OpenEXR.
## Building OpenVDB...
fatal: destination path 'openvdb' already exists and is not an empty directory.
HEAD is now at c5e9e294... Merge pull request #580 from Idclip/7.0.0_releasecandidate
-- CMake Build Type: Release
-- Configuring for OpenVDB Version 7.0.0
-- Configuring for OpenVDB ABI Version 7
-- ----------------------------------------------------
-- ------------- Configuring OpenVDBCore --------------
-- ----------------------------------------------------
-- Could NOT find PkgConfig (missing: PKG_CONFIG_EXECUTABLE)
CMake Error at /Projects/miniconda3/envs/shapeworks/share/cmake-3.15/Modules/FindPackageHandleStandardArgs.cmake:137 (message):
Could NOT find IlmBase (missing: IlmBase_INCLUDE_DIR IlmBase_LIB_COMPONENTS
Half) (Required is at least version "2.2")
Call Stack (most recent call first):
/Projects/miniconda3/envs/shapeworks/share/cmake-3.15/Modules/FindPackageHandleStandardArgs.cmake:378 (_FPHSA_FAILURE_MESSAGE)
cmake/FindIlmBase.cmake:285 (find_package_handle_standard_args)
openvdb/CMakeLists.txt:61 (find_package)