Error: Cannot open file "TUnuran.h"

Try with the current “v5-34-00-patches” source code:

rm -rf v5-34-00-patches
git clone -b v5-34-00-patches http://root.cern.ch/git/root.git v5-34-00-patches
cd v5-34-00-patches
unset ROOTSYS
./configure --enable-soversion --all
make