Add checks for OpenMP FFTW when pthread version is not found

Implements #831 (closed).

One thing to note, when omp version is found we also define HAVE_THREADED_FFTW as the API is the same. It could be made more OpenMPI aware by using the OMP_NUM_THREADS value for the number of threads used, instead of our usual value. See: https://www.fftw.org/fftw3_doc/Usage-of-Multi_002dthreaded-FFTW.html,