zmq_strerror() converts the passed errno into a description, meaning
currently you have output like: "errno=No such file or directory".
Using msg: would seem to make more sense here.
zmqconfig.h is currently not really needed anywhere, except that
it declares zmqError (which is then defined in
zmqnotificationinterface.cpp). Note in particular that there is
no need to conditionally include zmq.h only if ZMQ is enabled, because
the place in the core code where the ZMQ library itself is included
(init.cpp) is conditional already on that.
This commit removes zmqconfig.h and replaces it by a much simpler
zmqutil.h library for zmqError. The definition of the function is
moved to the matching (newly created) zmqutil.cpp.
