Here is the solution to the problem, finally
The missing step to be able to use cmake’s install functionality was to cd build
, the folder created during the build process. So, the steps are:
# build with final target
make CMAKE_BUILD_TYPE=Release CMAKE_INSTALL_PREFIX=/opt/alexj
# create a stow folder for this version
mkdir /opt/alexj/stow/nvim-<version>
# "install" neovim into the stow folder
cd build
cmake -DCMAKE_INSTALL_PREFIX=/opt/alexj/stow/nvim-<version> -P cmake_install.cmake
# create links to the final destination
pushd /opt/alexj/stow
stow -D nvim-<previous> -S nvim-<version>