OPENMW_DOC_BASEURL is only used in a CMake-configured file, so it only needs to be a CMake variable, which it already is.
There's no benefit to making it visible to every TU in components.
MYGUI_DONT_USE_OBSOLETE should be visible in everything that transitively includes MyGUI just in case.
This should really be set up by MyGUI's CMake config or embedded in a generated MyGUI header rather than being our responsibility, but while we're forced to deal with it, it's closer to right to make it a PUBLIC define on components rather than a directory-scoped define in the components directory.