Add THIRD_PARTY_NOTICES.md and add missing licenses to /extern #2783

Job	Run time
clang_relwithdebinfo (ubuntu-latest, Thread)	5m 15s
gcc_debug (ubuntu-latest, Thread)	1m 47s
clang_debug (ubuntu-latest, Thread)	1m 59s
gcc_relwithdebinfo (ubuntu-latest, Thread)	4m 31s
clang_relwithdebinfo (ubuntu-latest, Leak)	3m 0s
clang_debug (ubuntu-latest, Address)	2m 52s
clang_relwithdebinfo (ubuntu-latest, Address)	6m 13s
clang_debug (ubuntu-latest, Leak)	1m 54s
gcc_debug (ubuntu-latest, Leak)	2m 28s
gcc_relwithdebinfo (ubuntu-latest, Leak)	4m 47s
gcc_debug (ubuntu-latest, Address)	2m 52s
gcc_relwithdebinfo (ubuntu-latest, Address)	5m 53s
	43m 31s

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