[backport#16404] qa: Refactor ZMQ test

Summary:
https://github.com/bitcoin/bitcoin/pull/16404/commits/aa2622a726bc0f02152d79c888a332694678a989

Partial backport of Core PR16404 and PR16740 (PR16404 on its own is broken and will not pass the tests otherwise, sorry)

notes:

* test looks to be wrong. socket.connect() is running before there is a node with the proper -zmqxx=xx CLI parameters set, so I moved it accordingly.

Test Plan:

ninja
./test/functional/test_runner.py interface_zmq

Reviewers: #bitcoin_abc, deadalnix

Reviewed By: #bitcoin_abc, deadalnix

Differential Revision: https://reviews.bitcoinabc.org/D7343