Problem: zsock_connect on inproc is fragile prior to ZMQ v4.x

Historical versions of ZeroMQ did not allow connect-before-bind
on inproc://. This hits especially with multiple threads where
you cannot be sure what order threads start up.

Solution: on ZMQ v2.x and v3.x, if zsock_connect fails with an
ECONNREFUSED error, sleep for 250 msec and then retry. We do this
four times for up to 1 second wait.