Whenever you build into native machine code, you must use OpenWrt's cross-compiler (be it as part of the SDK or the full buildroot) - you can't build on a general purpose linux distribution and call it a day. Among (many-) other things, OpenWrt uses musl instead of glibc as system c-library, which is the most common case of this particular error message (referring to /lib64/ld-linux-x86-64.so.2 not being found).
Have you tried building with CGO_ENABLED=0? This should create a binary that does not depend on libc (but will only work if your program doesn't use any C libraries).
Environment variable names are case-sensitive (at least on Unix-like systems). So if you use the last command line (with uppercase environment variables) on your build machine it should also work.