Hi,
I'm using Ubuntu 18.4 and gnuradio v3.9.
You're running ahead of time, the latest release is 3.8 :) Where did you get GNU Radio from? packages?
-- Could NOT find GNURADIO_CORE (missing: GNURADIO_CORE_LIBRARIES GNURADIO_CORE_INCLUDE_DIRS) -- Could NOT find UHD (missing: UHD_LIBRARIES UHD_INCLUDE_DIRS) ...
Make sure that GNU Radio is installed correctly (you should see a list of libraries like libgnuradio-uhd.so):
$ sudo ldconfig -v | grep gnuradio
and pkg-config can locate the libraries:
$ pkg-config --libs gnuradio-uhd -lgnuradio-uhd -lgnuradio-runtime -lgnuradio-pmt -lgmpxx -lgmp
With best regards, Vadim Yanitskiy.