gsdx: fix a couple of typo

From @micove
cmake: better support of SDL2

Description: Building with SDL2_API=TRUE is incomplete
 SDL_FOUND does not imply SDL2_FOUND
 Use check_libs for detection
 Only include ${SDL_INCLUDE_DIR} when needed
 Use SDL2_LIBRARIES
Author: Miguel A. Colón Vélez

Gregory: add back SDL_BUILDING_LIBRARY
pcsx2: move tlb info from warning to COP0_LOG

It will ease debug (pc is printed) and reduce noise for standard users.