depends: consolidate dependency docs

Adds missing g++ for macOS. This is needed by Qt:

Configuring qt...
Creating qmake...
gmake[1]: Entering directory '/bitcoin/depends/work/build/arm64-apple-darwin/qt/5.15.14-4bca24c8f89/qtbase/qmake'
gmake[1]: g++: No such file or directory
gmake[1]: *** [Makefile:250: main.o] Error 127

xz-utils was also missing (but generally already installed), and is needed for the .tar.xz tarballs.

Remove bsdmainutils, as this is only needed by the main build system (for tests), and isn't needed to complete a depends build.