add proxy_chain, a multi proxies chaining in the same thread feature

The following section of code has been moved from src/zmq.cpp to src/proxy.cpp (4 occurences to 1):

```
if (!frontend_ || !backend_) {
    errno = EFAULT;
    return -1;
}
```

The documentation is available: doc/zmq_proxy_chain.txt
I have played with doc/Makefile.am to add zmq_proxy_chain.txt and zmq_proxy_hook.txt without success. So the .3 files are missing for these two files. I don't know the specifications of the documentation to make it work. Explanations are welcome please.

Test is available: tests/test_proxy_chain.cpp