[CMAKE] Improve FindZeroMQ

Summary:
The minimum version is set to 4.1.5 (2016) due to a bugfix for
ZMQ_LINGER. This is also the version from the depends.

Test Plan:

ninja check

Run the Gitian builds.

Reviewers: #bitcoin_abc, jasonbcox

Reviewed By: #bitcoin_abc, jasonbcox

Differential Revision: https://reviews.bitcoinabc.org/D5454