[depends, zmq, doc] upgrade zeromq to 4.2.5 and avoid deprecated zeromq

Summary:
...api functions

Backport of core PR13578.

The minimum version is set in accordance to our dependencies doc to
4.1.5.

Depends on D5599 and D5600 (for the test plan).

Test Plan:

ninja all check
./test/functional/test_runner.py interface_zmq

Run the Gitian builds.

Reviewers: #bitcoin_abc, deadalnix

Reviewed By: #bitcoin_abc, deadalnix

Differential Revision: https://reviews.bitcoinabc.org/D5603