Improve zmq setup

[Debilski]

As per this answer here https://stackoverflow.com/a/44280419 it is suggested to use the following best-practice setup for zmq:

import zmq
nIOthreads = 2                           # ____POLICY: set 2+: { 0: non-blocking, 1: blocking, 2: ...,  }
context = zmq.Context( nIOthreads )      # ____POLICY: set several IO-datapumps

socket  = context.socket( zmq.PAIR )
socket.setsockopt( zmq.LINGER,      0 )  # ____POLICY: set upon instantiations
socket.setsockopt( zmq.AFFINITY,    1 )  # ____POLICY: map upon IO-type thread
socket.setsockopt( zmq.RCVTIMEO, 2000 )

socket.connect( "ipc:///tmp/something" )
socket.send( b"123" )
try:
    message = socket.recv()
except:
    print( "DEBUG!" )
    message = None
finally:
    socket.close()                       # ____POLICY: graceful termination
    context.term()                       # ____POLICY: graceful termination

We should try to understand these settings and see if we can implement them for all our sockets. (Currently only implemented for one particular socket in #725).