dpkg-shlibdeps fails with “no dependency information found”

I am building a custom debian package for tensorflow. At some point, when I run dpkg-buildpackage -us -uc I get:

dpkg-shlibdeps: error: no dependency information found for /usr/local/cuda-9.1/lib64/libcurand.so.9.1 (used by debian/libhal-tensorflow-cc/usr/lib/libtensorflow_framework.so)
Hint: check if the library actually comes from a package.
dh_shlibdeps: dpkg-shlibdeps -Tdebian/libhal-tensorflow-cc.substvars debian/libhal-tensorflow-cc/usr/lib/libtensorflow_cc.so debian/libhal-tensorflow-cc/usr/lib/libtensorflow_framework.so returned exit code 2
debian/rules:9: recipe for target 'binary' failed

I looked up this page: https://manpages.debian.org/jessie/dpkg-dev/dpkg-shlibdeps.1.en.html and tried to follow the steps performed by this tool to get the dependency information:

$ dpkg -S libcurand.so.9.1
cuda-curand-9-1: /usr/local/cuda-9.1/targets/x86_64-linux/lib/libcurand.so.9.1
cuda-curand-9-1: /usr/local/cuda-9.1/targets/x86_64-linux/lib/libcurand.so.9.1.85

Actually, there is a corresponding .shlibs file for this package:

$ cat /var/lib/dpkg/info/cuda-curand-9-1.shlibs
libcurand 9.1 cuda-curand-9-1

I checked if the package is actually installed, and it is:

$ apt list | grep cuda-curand-9-1

WARNING: apt does not have a stable CLI interface. Use with caution in scripts.

cuda-curand-9-1/unknown,now 9.1.85-1 amd64 [installed,automatic]

so I am out of ideas what it complains about