Do Sandra's Financial, Scientific CPU benchmarks use any 3-rd party libraries?

No, no proprietary libraries (e.g. Intel MKL, FFTW, etc.) are used nor included/required.

Why? This way we have full control over the implementation, optimisations and all code paths (i.e. SSE2/AVX/FMA/AVX512/etc. SIMD) for all CPUs.

Each library has been created with specific requirements in mind that may not align with the other libraries nor ours.