It looks like the ENABLE_HLSL flag is automatically turned off in CMake whenever the ANVIL_LINK_WITH_GLSLANG flag is set. Why is that? I don't see why they would be mutually exclusive, since the hlsl-api is included in the glslang library.
If there is a reason for that, I think the description for the ANVIL_LINK_WITH_GLSLANG flag should reflect that, since it's not obvious at all (imo).