Makefile: Use `git-external` in `cpufeatures.mk` (#61593)

This fixes a couple bugs with the original Makefile from
https://github.com/JuliaLang/julia/pull/61292:
- SHA hash was not included in the downloaded tarball name, causing it
  to be cached incorrectly if the version did not change
- Checksums were missing and not checked during the build

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Co-authored-by: Mosè Giordano <765740+giordano@users.noreply.github.com>