The package is called `xorg-server-xephyr`, not `xorg-xserver-xephyr`.
+cpanminus+ instead, though (because it asks no questions and just works):
The tests additionally require +Xephyr(1)+ to run a nested X server. Install
-+xserver-xephyr+ on Debian or +xorg-xserver-xephyr+ on Arch Linux.
++xserver-xephyr+ on Debian or +xorg-server-xephyr+ on Arch Linux.
.Installing testsuite dependencies using cpanminus (preferred)
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