reusable ZmqProxy service initialization

Move near-identical proxy setup code
from oslo-zmq-receiver and test_zmq
into ZmqProxy's consume_in_thread method

Provides code reuse and simplifies the
tests and receiver binary.

Change-Id: I1324eacfa2a456599d5fd462b6476ddf659e95c4
Merge "reusable ZmqProxy service initialization"