Issue 1:
Environment : Windows 7 x64 SP1

Julia Version 0.4.5 (2016-03-18 00:58 UTC) // x86_64-w64-mingw32

When I've set the environment variable JULIA_PKGDIR = d:\_APP_\Julia\Home, I've not been able to compile "Blink" pakage. But the Pkg.init() has run perfectly :

C:\>set JULIA_PKGDIR=D:\_APP_\Julia\Home
C:\>D:\_APP_\Julia\Julia-0.4.5\julia.lnk
_
_ _ _(_)_ | A fresh approach to technical computing
(_) | (_) (_) | Documentation: http://docs.julialang.org
_ _ _| |_ __ _ | Type "?help" for help.
| | | | | | |/ _` | |
| | |_| | | | (_| | | Version 0.4.5 (2016-03-18 00:58 UTC)
_/ |\__'_|_|_|\__'_| | Official http://julialang.org/ release
|__/ | x86_64-w64-mingw32

julia> Pkg.init()
INFO: Initializing package repository D:\_APP_\Julia\Home\v0.4
INFO: Cloning METADATA from git://github.com/JuliaLang/METADATA.jl

julia> Pkg.add("Blink")
INFO: Cloning cache of BinDeps from git://github.com/JuliaLang/BinDeps.jl.git
INFO: Cloning cache of Blink from git://github.com/JunoLab/Blink.jl.git
INFO: Cloning cache of Codecs from git://github.com/dcjones/Codecs.jl.git
INFO: Cloning cache of Compat from git://github.com/JuliaLang/Compat.jl.git
[...]
INFO: Installing BinDeps v0.3.21
INFO: Installing Blink v0.3.4
[...]
INFO: Directory D:\_APP_\Julia\Home\v0.4\HttpParser already created

7-Zip [64] 9.20 Copyright (c) 1999-2010 Igor Pavlov 2010-11-18

Processing archive: D:\_APP_\Julia\Home\v0.4\HttpParser\deps\downloads\libhttp_parser.zip

Extracting usr\lib
Extracting usr\lib\libhttp_parser32.dll
Extracting usr\lib\libhttp_parser64.dll

Everything is Ok
[...]
WARNING: Could not check MbedTLS version
WARNING: Could not check MbedTLS version
WARNING: Could not check MbedTLS version
WARNING: Could not check MbedTLS version
INFO: Package database updated

julia> using Blink
INFO: Precompiling module Blink...
**ERROR: LoadError: LoadError: UndefVarError: APP not defined**
in include at boot.jl:261
in include_from_node1 at loading.jl:320
in include at boot.jl:261
in include_from_node1 at loading.jl:320
[inlined code] from none:2
in anonymous at no file:0
in process_options at client.jl:257
in _start at client.jl:378
while loading D:\_APP_\Julia\Home\v0.4\Lazy\src\liblazy.jl, in expression starting on line 105
while loading D:\_APP_\Julia\Home\v0.4\Lazy\src\Lazy.jl, in expression starting on line 91
ERROR: LoadError: LoadError: LoadError: Failed to precompile Lazy to D:\_APP_\Julia\Home\lib\v0.4\Lazy.ji
in error at error.jl:21
while loading D:\_APP_\Julia\Home\v0.4\Blink\src\rpc\jsexprs.jl, in expression starting on line 1
while loading D:\_APP_\Julia\Home\v0.4\Blink\src\rpc/rpc.jl, in expression starting on line 11
while loading D:\_APP_\Julia\Home\v0.4\Blink\src\Blink.jl, in expression starting on line 7
ERROR: Failed to precompile Blink to D:\_APP_\Julia\Home\lib\v0.4\Blink.ji
in error at error.jl:21

When I've change the JULIA_PKGDIR to d:\Julia\Home no more issue while compiling !

Issue 2:
I get the following error when I run using Lazy in the Julia REPL

ERROR: LoadError: LoadError: LoadError: InitError: UndefVarError: lastname/.julia/v0.4/MacroTools/src/utils.jl not defined

The correct path is /Users/firstname_lastname/.julia/v0.4/MacroTools/src/utils.jl and the file exists.

I can load the MacroTools package from the REPL without error