Ok, I had python installed, installed wxWidgets 3.0.2 with Homebrew because my OS is too new to compile 2.8.x, copied the SDL2.framework to my /Libraries/Frameworks folder, and CMake still complains that it can't find SDL2.
Checking for one of the modules 'sdl2'
CMake Error at /Applications/CMake.app/Contents/share/cmake-3.6/Modules/FindPkgConfig.cmake:646 (message):
None of the required 'sdl2' found
Call Stack (most recent call first):
Not sure if including the log would help, it doesn't even contain the string 'sdl'.