Sorry, an error in the makefile; add $SRC/luasocket/luasocket.a into line 47 in maklinux just as in line 39.
Note: fixed in 1.4.19c1
Just as a quick note, I also just compiled on a fresh Centos 7.6 with the newest 1419c1 download and the $SRC/luasocket/luasocket.a is not in line 39 and so making with Mysql option doesn't work until it's added back into line 39. It is however in line 47.
Mr. Johnathan Bravo