Yea I think what you're seeing is that Cxx needs to use the source tree for example Make.inc only exists in the source tree while embedding assumes the installed tree.
How to reconcile this the best way I'm not sure yet. I myself found Cxx interesting enough to try, but the build failed a couple of times and I haven't had a chance to pick it back up. But here's what I assume could be done. Don't attempt to do them at the same time but first Cxx (using source) and then embed second (using install). Build Cxx following the Cxx instructions. Then install (this is the tricky part and only something I can guess at right now). You might find that a number of things necessary for Cxx to function are not installed by default, or it will all go smoothly. I think though that Cxx is going to need clang in some way and that is definitely NOT installed by default. I'm not sure how much Julia must/can provide and how much the Cxx package can/must provide. Then build embed against installed stuff. Report errors, they may require multiple iterations.
