Problem: zmq_connect() does not validate TCP addresses

Since https://github.com/zeromq/libzmq/commit/350a1a, TCP addresses
get resolved asynchronously, so zmq_connect no longer returned an
error on incorrect addresses.

This is troublesome since we rely on some error checking to catch
blatant errors.

Solution add some upfront syntax checking that catches at least the
obvious kinds of errors (invalid characters, wrong or missing port
number).