OCaml itself is built with Makefiles, which just works.
Coq has used various new tools over the years and at times has been more difficult to build than 15 years ago. With OCaml-5 the situation seems to have gotten better: At least the infamous caml4p problem was solved, and I "only" had to fix a wrong ocamlfind config file that was installed by default.
ocamlbuild is generally good, but Dune and Opam are a black box that is simply often broken. I wish more mature projects switched to Makefiles, which despite all the hate for them are always the most reliable build way.
But OCaml-5 is so great that all of this is minor bickering! It is confusing for beginners though.