First of all the Vega message is just a somewhat left over from a time when I wanted to have that be part of ginger and not ggplotnim. It is part of the latter now. Don't worry about it, it is available if you wanted it, but likely you don't (see the README). It is completely irrelevant to your question.
Unless you really need geom_smooth, which you did not mention, just compile with -d:nolapack and it should run just fine! Then you can just forget about trying to find the correct lapack.dll.