Added zmq_ctx_shutdown to Makefile

- also removed deprecated man pages from Makefile
- they remain in repository for reference
Fixed NULL security test

Has some bits commented out due to #939, now work.

Note: there is an issue in libzmq when binding/unbinding or
connecting/disconnecting (I did not investigate deeper) the
same socket several times. Even closing the socket with zero
linger, zmq_ctx_term will block. The workaround in this test
case is to close the sockets for each test step.
Added more scaffolding for security

- additional messages to help people debugging security errors
Merge pull request #987 from hintjens/master

Various small cleanups