I'm not used to travis or appveyor but in travis, it seems like cmake is not used (we can see the error comes from not finding ufo2map not being found).
In appveyor, cmake is used but dependencies are not found. Have you uploaded them ? The easiest (if possible) would be to upload the dependencies in the bundle (link in this thread) and set the UFOAI_DEPS variable.
EDIT: In any case, I'm interested in this kind of build systems for another open source project I'm involved in (Open Dungeons if you want to know) and I will take the opportunity to have a look.