Packaging exe with a dll not linked in CMake

I'm still inexperienced with CMake/CPack so hopefully I can make this make sense.

In my CMake project I'm loading a .dll file using LoadLibrary in the C++. I have no control over the .dll and it doesn't have any accompanying .lib files so as I understand I can't use CMake to do the loading/linking. It does have a header that defines the API, whose functions I'm loading manually.

I'm doing the packaging using the following:

# install
include(GNUInstallDirs)
install(TARGETS ${PROJECT_NAME}
    RUNTIME_DEPENDENCIES
        PRE_EXCLUDE_REGEXES
            "api-ms-.*" # windows API
            "ext-ms-.*" # windows API
            "^hvsifiletrust\\.dll$"
            "^pdmutilities\\.dll$"
            "^vc.*"
            "^msvcp.*"
            "^concrt.*"
        POST_EXCLUDE_REGEXES
            ".*WINDOWS[\\/]system32.*" # windows system dlls
        DIRECTORIES 
            "${CMAKE_SOURCE_DIR}/external/"
            "${ADDITIONAL_PACKAGES_ROOT}/"
    RUNTIME DESTINATION "${CMAKE_INSTALL_CONFIG_NAME}/"
)


# --- microsoft DLLs and others
set(CMAKE_INSTALL_SYSTEM_RUNTIME_LIBS_SKIP TRUE)
set( CMAKE_INSTALL_DEBUG_LIBRARIES TRUE )
set( CMAKE_INSTALL_UCRT_LIBRARIES  TRUE )
include(InstallRequiredSystemLibraries)
install(PROGRAMS ${CMAKE_INSTALL_SYSTEM_RUNTIME_LIBS}
        DESTINATION "${CMAKE_INSTALL_CONFIG_NAME}/bin"
        COMPONENT applications)

# packaging        
set(CPACK_PACKAGE_NAME "CDL")
set(CPACK_GENERATOR "ZIP")
set(CPACK_INCLUDE_TOPLEVEL_DIRECTORY OFF)
set(CPACK_COMPONENTS_ALL_IN_ONE_PACKAGE ON)
include(CPack)

This pulls most of the correct dependencies into the zip, as far as I can tell, but as expected it's not getting the .dll that I'm loading in the code.

What do I add to the install (or elsewhere) that can grab the extra .dll and it's dependencies and package them with the rest?

In this case, the providers of the dll had all their dependencies in the same place as the dll we're using, so I was able to use install(DIRECTORY...) to solve my problem.