build: use standard HAVE_ pattern for ZSTD compression check (#2111)

build: use standard HAVE_ pattern for ZSTD compression check (#2111)

Follow-on to #1649: this just changes the name of the preprocessor macro
to use the standard pattern HAVE_<function name>

In particular: newer ZSTD implementations have a growing variety of
compression functions; the standard pattern will make it easier to
select among those someday.