Sorry for confusing things, I wanted to refer to GD.so.
Both GD.o and GD.so are created, GD.o in the top level, GD.so in blib/arch/auto/GD. running ldd on GD.so shows no missing libraries.
The output from running "make test" gave me no indication about what was going wrong, so I resorted to run the test-scripts manually - this is how I generated the output I posted.
So far I did not have any problem with the GD.pm that I installed regardless of the failed tests, still I would like to understand what the problem was - I will repeat the excercise on another machine and see what happens there...