How to specify a repository for a dependency in Maven

Not possible. Maven checks the repositories in their declaration order until a given artifact gets resolved (or not).

Some repository manager can do something approaching this though. For example, Nexus has a routes feature that does something equivalent.

I have moved libraries from 3rd party repositories to their own project and included this project as first module in my base project:

base/pom.xml

...
<modules>
    <module>thirdparty</module>
    <module>mymodule</module>
    ...
</modules>

base/thirdparty/pom.xml:

...
<artifactId>thirdparty</artifactId>
<packaging>pom</packaging>

<repositories>
    <repository>
        <id>First thirdparty repository</id>
        <url>https://...</url>
    </repository>
    ...
</repositories> 

<dependencies>
    <dependency>
       <!-- Dependency from the third party repository -->
    </dependency>
    ....
</dependencies>

base/mymodule/pom.xml:

<dependencies>
    <dependency>
        <groupId>${project.groupId}</groupId>
        <artifactId>thirdparty</artifactId>
        <version>${project.version}</version>
        <type>pom</type>
    </dependency>
    ...
</dependencies>

This will ensure that the libraries from the thirdparty repository are downloaded into the local repository as soon as the root project is build. For all other dependencies the repositories are not visible and therefore not included when downloading.