You may also install an earlier R version instead, e.g. 3.4.3, if you don’t depend on changes in the R 3.5 versions.
Is there another way to get a compiled version of Rserve 1.8.6?
You could try omitting the type="source" parameter, it may work. If it fails, it will fall back to asking you whether you want to be building from source instead, though.