Add THIRD_PARTY_NOTICES.md and add missing licenses to /extern

[odow]

A follow-up to #2699

The typical name for the LicenseNote.txt file is THIRD_PARTY_NOTICES. I've standardised the file, and added the missing license files for rcm and zstr.

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 81.29%. Comparing base (cd2bd0b) to head (b74fc43).
⚠️ Report is 41 commits behind head on latest.

Additional details and impacted files

@@           Coverage Diff           @@
##           latest    #2701   +/-   ##
=======================================
  Coverage   81.29%   81.29%           
=======================================
  Files         349      349           
  Lines       85786    85786           
=======================================
  Hits        69736    69736           
  Misses      16050    16050           

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[galabovaa]

LGTM

[filikat]

Great, thanks!
It's good that we do this in the proper way.
I must have forgotton to copy the license for rcm.