Because RE2 does not build with fPIC by default, you must include specific CFLAGS when building the RE2 library itself:
make CFLAGS='-fPIC -c -Wall -Wno-sign-compare -O3 -g -I.'
When building the pyre2 Python module, you must provide the include and library paths for RE2 using CPPFLAGS and LDFLAGS:
env CPPFLAGS='-I/path/to/re2' LDFLAGS='-L/path/to/re2/obj' ./setup.py build
make CFLAGS='-fPIC -c -Wall -Wno-sign-compare -O3 -g -I.'
env CPPFLAGS='-I/path/to/re2' LDFLAGS='-L/path/to/re2/obj' ./setup.py build