Failed to load liblz4 dynamic library
[1562837759:303448][26762:0x7f5d4c8c4740], file:application_runs.wt, txn-recover: __compressor_confchk, 213: unknown compressor 'lz4': Invalid argument
[1562837759:303468][26762:0x7f5d4c8c4740], file:application_runs.wt, txn-recover: __txn_op_apply, 281: operation apply failed during recovery: operation type 4 at LSN 245/11392: Invalid argument
[1562837759:303477][26762:0x7f5d4c8c4740], file:application_runs.wt, txn-recover: __wt_txn_recover, 738: Recovery failed: Invalid argument
[1562837759:303906][26762:0x7f5d4c8c4740], connection: __wt_cache_destroy, 386: cache server: exiting with 11 pages in memory and 0 pages evicted
[1562837759:303912][26762:0x7f5d4c8c4740], connection: __wt_cache_destroy, 391: cache server: exiting with 114467 image bytes in memory
[1562837759:303915][26762:0x7f5d4c8c4740], connection: __wt_cache_destroy, 395: cache server: exiting with 122651 bytes in memory
[1562837759:303917][26762:0x7f5d4c8c4740], connection: __wt_cache_destroy, 402: cache server: exiting with 36471 bytes dirty and 4 pages dirty
Neither LD_LIBRARY_PATH nor LD_PRELOAD helps

It works well on Windows because on Windows lz4 was linked as static library.