The supplied pango won't compile with newer freetypes. In such cases you should install pango from the distribution.
The Python detector in GPS is quite primitive and supplies misleading error messages. The --with-python options needs to point to a directory from which to find lib/libpython.so and include/python/. On most systems that should be /usr. You might have to provide symbolic links to the actual files and directories.
But even when the python development files are found you might still experience link error.