cmake: Use SDL 2.0.14 and fix CMake scope issue

Forces using SDL 2.0.14. Upgrades the SDL external to that version. Adds
a message when switching to the external.

Fixes an error where input_common only links to SDL when SDL2_FOUND is
set, but externals/CMakeLists cannot set that variable to the required
scope. Switch to using ENABLE_SDL2, which we can use since we now
include the SDL source.