"Cannot open include file: 'gsl/gsl_errno.h': No such file or directory" error on Widnows 10

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I am trying to install a python package pyphenomd in anaconda on my Windows 10. I have installed Microsoft Visual C++ 2015 and the GNU Scientific Library (GSL) package using conda.

I then tried installing pyphenomd using in the Anaconda Prompt

pip install pyphenomd

(Not using conda install since that gives a Packages Not Found Error.) But I keep getting the following error.

enter image description here Then

Installing collected packages: pyphenomd
Running setup.py install for pyphenomd ... error

Followed by another iteration of the above error. Finally ending with this message

enter image description here

Based on Cannot open include file: 'gsl/gsl_errno.h': No such file or directory message I am assuming the error is Visual C++ is not able to access the header files for gsl. I then reinstalled the gsl package from conda but that didn't help. So then I installed GSL using vcpkg following the procedure mentioned in here. This did not help either and I am still getting the same error. Installing GSL via cygwin also didn't help.

Now I don't know what to do. I am not even sure if the error is with the installation of gsl ?

Other similar questions that I found either didn't have any answers or the provided solutions weren't relevant.

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