How to compile native programs for use in openwrt
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1) Install required packages to the host system :

debian,ubuntu : apt install build-essential patch libncurses-dev python3-distutils unzip gawk wget git
fedora: dnf install make patch gcc g++ ncurses-devel git perl

Other packages may be required on your distribution. Look for the errors.

2) Download latest SDK for your target platform from https://downloads.openwrt.org

examples :

curl -o - https://downloads.openwrt.org/releases/23.05.5/targets/x86/64/openwrt-sdk-23.05.5-x86-64_gcc-12.3.0_musl.Linux-x86_64.tar.xz | tar -Jxv
cd openwrt-sdk-23.05.5-x86-64_gcc-12.3.0_musl.Linux-x86_64

curl -o - https://downloads.openwrt.org/snapshots/targets/x86/64/openwrt-sdk-x86-64_gcc-13.3.0_musl.Linux-x86_64.tar.zst | tar --zstd -xv
cd openwrt-sdk-x86-64_gcc-13.3.0_musl.Linux-x86_64

3) Install required libs

./scripts/feeds update base packages
./scripts/feeds install libnetfilter-queue zlib libcap luajit

4) If you need static build edit `feeds/packages/lang/luajit/Makefile`

change BUILDMODE from "dynamic" to "mixed"

add '$(CP) $(PKG_INSTALL_DIR)/usr/lib/*a $(1)/usr/lib/'
after '$(CP) $(PKG_INSTALL_DIR)/usr/lib/*so* $(1)/usr/lib/'

should look like :

define Build/Compile
        $(MAKE) $(PKG_JOBS) -C $(PKG_BUILD_DIR) \
                HOST_CC="$(HOSTCC) $(HOST_CFLAGS) $(HOST_BITS)" \
                CROSS="$(TARGET_CROSS)" \
                DPREFIX=$(PKG_INSTALL_DIR)/usr \
                PREFIX=/usr \
                TARGET_SYS=Linux \
                TARGET_CFLAGS="$(TARGET_CFLAGS)" \
                BUILDMODE=mixed
        rm -rf $(PKG_INSTALL_DIR)
        mkdir -p $(PKG_INSTALL_DIR)
        $(MAKE) -C $(PKG_BUILD_DIR) \
                DPREFIX=$(PKG_INSTALL_DIR)/usr \
                PREFIX=/usr \
                TARGET_SYS=Linux \
                install
endef

define Build/InstallDev
	$(INSTALL_DIR) $(1)/usr/include/luajit-2.1
	$(CP) $(PKG_INSTALL_DIR)/usr/include/luajit-2.1/*.{h,hpp} $(1)/usr/include/luajit-2.1
	$(INSTALL_DIR) $(1)/usr/lib
	$(CP) $(PKG_INSTALL_DIR)/usr/lib/*so* $(1)/usr/lib/
	$(CP) $(PKG_INSTALL_DIR)/usr/lib/*a $(1)/usr/lib/
	$(INSTALL_DIR) $(1)/usr/lib/pkgconfig
	$(CP) $(PKG_INSTALL_DIR)/usr/lib/pkgconfig/luajit.pc $(1)/usr/lib/pkgconfig/
	$(CP) $(PKG_INSTALL_DIR)/usr/bin/luajit-$(PKG_VERSION) $(PKG_INSTALL_DIR)/usr/bin/$(PKG_NAME)
endef

5) Prepare openwrt package definitions

cp -R /opt/zapret2/docs/compile/openwrt/. .
cp -R /opt/zapret2/nfq2 package/zapret/nfqws2
cp -R /opt/zapret2/mdig package/zapret/mdig
cp -R /opt/zapret2/ip2net package/zapret/ip2net

6) Prepare .config

make defconfig

If you only need bins without packages comment 'CONFIG_AUTOREMOVE=y' line in .config
Change 'y' to 'n' in Config.in 

should look like :

config AUTOREMOVE
	bool "Automatic removal of build directories"
	default n

and in Config-build.in 
should look like :

config AUTOREMOVE
	bool
	default n

7) Compile

dynamic build : make package/{nfqws2,mdig,ip2net}/compile
static build :  make CFLAGS=-static LDFLAGS=-lgcc_eh package/{nfqws2,mdig,ip2net}/compile

8) Get result

executables only : build_dir/target/<progname>
ipk or apk packages : bin/packages/*/base

9) Installing to openwrt to use with zapret

zapret with or without binaries should be already installed in /opt/zapret2.
Install ipk's or apk's with all compiled progs using opkg or apk.
Bins are placed to /opt/zapret2/binaries/my.
Or copy binaries there manually and set chmod 755 to them.
Run install_bin.sh or install_easy.sh. They will use bins in 'my' folder.