Compplugin is a module from the compiler distribution that indeed is new in 4.04.0. It is not included in ocamlcommon.cma. It is part of ocamlbytecomp.cma, but not of ocamloptcomp.cma, and I believe that the latter omission is a bug (as Optcompile depends on it), so maybe it should really be in ocamlcommon.cma.
This looks like an upstream bug (in the OCaml distribution). Could you open a Mantis issue?
As a workaround, you may be able to link to the compplugin module separately, it is installed in the $(ocamlfind query compiler-libs) directory.