flink-sql-avro-confluent-registry depends on org.apache.kafka:kafka-clients, which is not available in Maven Central, but only in the Confluent repo. However, it does not configure this repo. This causes the build to fail for me locally with the following exception:
This may be build order dependent, but the module should probably configure the repo to be safe, like done elsewhere: https://github.com/apache/flink/blob/dd48d058c6b745f505870836048284a76a23f7cc/flink-end-to-end-tests/flink-confluent-schema-registry/pom.xml#L36-L41
Looks like this is the case since 1.12 at least.