I've never had trouble building Xephem on Gentoo, and I see in my 'world' file that I have
x11-proto/printproto.? "equery depends printproto" finds that x11-libs/libXp needed it.
libXP is needed by a few others, mainly the old vector graphics program I do simple design with
app-text/texlive-core-2008-r7 (x11-libs/libXp)
media-gfx/xfig-3.2.5c (x11-libs/libXp)
media-libs/nas-1.9.2 (x11-libs/libXp)
x11-libs/motif-2.3.4-r2 (>=x11-libs/libXp-1.0.2[abi_x86_32(-)?,abi_x86_64(-)?,abi_x86_x32(-)?,
So it's probably not much of a surprise that it may be missing in newer Gentoo setups.