I've had similar frustrations with gr-osmosdr in the past. As you suspect, its not finding a support library it needs. Use the source from osmocom.org to make sure you have the latest pieces of gr-osmosdr. Second, make sure you have no left over installations of GNURADIO. Different packages may install in different places and when you try to compile the program may be finding an outdated or incomplete library.
A few years ago I had to clear all trace of GNURADIO and support libraries from my computer and reinstall everything. The code has not been changing as much recently, but it's worth a try if nothing else works. Gnuradio.org has tips on the correct order to install the pieces or use one of the available build scripts.
If you are trying to use gr-osmosdr with SDRplay, take the advice from sdrplay and follow the instructions they referred you to. I couldn't get it to work on Arch Linux but used an Ubuntu 15.04 virtual machine to compile the library and include file then copied it to my Arch installation. it works fine.
As noted the gr-osmosdr SDRplay library is missing some pieces. The receiver works great, the main problem is the SDRplay library just doesn't communicate well with other software right now. Once you get it compiled, try it first with the spectrum display. (see http://sdr.osmocom.org/trac/wiki/rtl-sdr
), then try some receivers in gnuradio companion. If you run into problems with the library, see my postings in SDRplay related with some modifications that seemed to help. Once everything is working, then try the GSM and Tetra decoding and let us know how you make out.