2.2.0 is not released yet. The SNAPSHOT versions are not uploaded to Maven. But when you cloned the whole repo and do a full build you do not need to download it. Sounds strange to me. The build on the build server is fine so seems to be an issue in your environment.
Did you try to build from the topmost directory and not only the examples?
Only from the examples:
<parent>
<groupId>org.quickfixj</groupId>
<artifactId>quickfixj-examples</artifactId>
<version>2.2.0-SNAPSHOT</version>
</parent>
OK, never tried that. It should work when you build the full project. Then the examples will be built also.
I mean I changed to 2.1.1 and that was all.
But then why the master is not linked to the published version? Just cloning and building is going to fail.
Just tried from topmost and it is still the same problem:
error trying to resolve:
org.quickfixj:quickfixj-codegenerator:2.2.0-SNAPSHOT
on QuickFIX/J Core engine
The master branch contains the current development version which will be released at some time. At that point in time the master branch will be set to the next SNAPSHOT version.
Cloning and building works for most people I guess. 
The project is built daily, e.g. here: https://travis-ci.com/github/quickfix-j/quickfixj/builds/161204879
Just cloned and built on my machine, it works. Linux with OpenJDK8.
# mvn clean package -Dmaven.javadoc.skip=true -DskipTests -PskipBundlePlugin ... [INFO] Reactor Summary for QuickFIX/J Parent 2.2.0-SNAPSHOT: [INFO] [INFO] QuickFIX/J Parent .................................. SUCCESS [ 0.137 s] [INFO] QuickFIX/J Code Generator Maven Plugin ............. SUCCESS [ 3.296 s] [INFO] QuickFIX/J Dictionary Generator .................... SUCCESS [ 0.692 s] [INFO] QuickFIX/J Core engine ............................. SUCCESS [03:40 min] [INFO] QuickFIX/J Message classes for various FIX specs ... SUCCESS [ 0.004 s] [INFO] QuickFIX/J Message classes for FIX 4.0 ............. SUCCESS [ 1.320 s] [INFO] QuickFIX/J Message classes for FIX 4.1 ............. SUCCESS [ 0.838 s] [INFO] QuickFIX/J Message classes for FIX 4.2 ............. SUCCESS [ 0.959 s] [INFO] QuickFIX/J Message classes for FIX 4.3 ............. SUCCESS [ 0.829 s] [INFO] QuickFIX/J Message classes for FIX 4.4 ............. SUCCESS [ 0.951 s] [INFO] QuickFIX/J Message classes for FIX 5.0 ............. SUCCESS [ 1.155 s] [INFO] QuickFIX/J Message classes for FIX 5.0 SP1 ......... SUCCESS [ 1.345 s] [INFO] QuickFIX/J Message classes for FIX 5.0 SP2 ......... SUCCESS [ 1.527 s] [INFO] QuickFIX/J Message classes for FIXT 1.1 ............ SUCCESS [ 0.795 s] [INFO] QuickFIX/J Message classes for all FIX specs ....... SUCCESS [ 2.524 s] [INFO] QuickFIX/J Examples ................................ SUCCESS [ 0.002 s] [INFO] QuickFIX/J Examples - Executor ..................... SUCCESS [ 3.656 s] [INFO] QuickFIX/J Examples - Order Match .................. SUCCESS [ 3.406 s] [INFO] QuickFIX/J Examples - Banzai ....................... SUCCESS [ 3.394 s] [INFO] QuickFIX/J All runtime modules ..................... SUCCESS [ 12.103 s] [INFO] QuickFIX/J Distribution ............................ SUCCESS [ 4.598 s] [INFO] ------------------------------------------------------------------------ [INFO] BUILD SUCCESS [INFO] ------------------------------------------------------------------------ [INFO] Total time: 04:25 min [INFO] Finished at: 2020-04-21T12:38:43+02:00