Unreliable git clones of external modules due to performing full clone

[spar-eag]

Currently when building casadi, and enabling support for external modules such as HiGHS, a full git clone, with all history, is performed. At least in the case of HiGHS, this leads to a much larger download than necessary, even failing sometimes due to networking errors.

Setting GIT_SHALLOW as described here https://cmake.org/cmake/help/latest/module/ExternalProject.html#git would solve the issue.

My current workaround is to do a shallow clone of the HiGHS repository myself (git clone --depth 1 --branch v1.6.0 https://github.com/ERGO-Code/HiGHS.git) and setting BUILD_HIGHS_GIT_REPO to point to my local copy.

I don't really see a reason to not use shallow clones by default in https://github.com/casadi/casadi/blob/main/CMakeLists.txt, as version history really shouldn't be needed, but one possibility would also be to add an option to use shallow clones or full clones like now.