Here's what I'm getting:

make[1]: Entering directory '/home/opt/build/zsh-2018-09-06/Doc'
if test x"/opt/zsh-2018-09-06/share/zsh/5.6-dev-0/help" != x""; then \
    /bin/sh ../../../src/zsh-2018-09-06/mkinstalldirs
/opt/zsh-2018-09-06/share/zsh/5.6-dev-0/help; \
    /usr/bin/install -c -m 644 ../../../src/zsh-2018-09-06/Doc/help/*
/opt/zsh-2018-09-06/share/zsh/5.6-dev-0/help; \
    while read from to; do \
        rm -f /opt/zsh-2018-09-06/share/zsh/5.6-dev-0/help/$to || : ; \
        ln -s $from /opt/zsh-2018-09-06/share/zsh/5.6-dev-0/help/$to; \
    done < ../../../src/zsh-2018-09-06/Doc/help.txt; \
fi
mkdir -m 755 -p -- /opt/zsh-2018-09-06/share/zsh/5.6-dev-0/help
/usr/bin/install: cannot stat '../../../src/zsh-2018-09-06/Doc/help/*': No
such file or directory
/bin/sh: 4: cannot open ../../../src/zsh-2018-09-06/Doc/help.txt: No such
file
make[1]: *** [Makefile:481: install.runhelp] Error 2
make[1]: Leaving directory '/home/opt/build/zsh-2018-09-06/Doc'
make: *** [Makefile:226: install.runhelp] Error 2

Source = /opt/src/zsh-2018-09-06
Build = /opt/build/zsh-2018-09-06
config.log available upon request

  - Vin