I also tried linking against libopenblas.a from the precompiled binaries from the OpenBlas Repo - same as above.
I got this wrong. Adding libopenblas.a in target_link_libraries did not work. However using
SET(OPENBLAS_LIBRARY ${dir_to_lib}/libopenblas.a)
to link OpenBLAS did the Job for me. Looks like SAF needs OPENBLAS_LIBRARY set to work correctly. FetchContent didn't set any library variable for BLAS, unlinke find_package usually would.
I assume that LAPACK on Github contains a different implementation of BLAS and not OpenBLAS.