Problem: test_security_{zap|curve} often hangs

Solution: set 0 linger on the sockets immediately after creating them
rather than immediately before closing them.
Running through helgrind/drd highlights a few race conditions, one of
which is the setting of linger vs checking it when closing the socket.
Work around it by setting it immediately to fix the test hangs.

tests/testutil_security.hpp

@@ -518,6 +518,9 @@ void setup_handshake_socket_monitor (void *ctx,
     //  Create socket for collecting monitor events
     *server_mon = zmq_socket (ctx, ZMQ_PAIR);
     assert (*server_mon);
+    int linger = 0;
+    rc = zmq_setsockopt (*server_mon, ZMQ_LINGER, &linger, sizeof(linger));
+    assert (rc == 0);
 
     //  Connect it to the inproc endpoints so they'll get events
     rc = zmq_connect (*server_mon, monitor_endpoint);
@@ -548,6 +551,9 @@ void setup_context_and_server_side (
     assert (*zap_control);
     int rc = zmq_bind (*zap_control, "inproc://handler-control");
     assert (rc == 0);
+    int linger = 0;
+    rc = zmq_setsockopt (*zap_control, ZMQ_LINGER, &linger, sizeof(linger));
+    assert (rc == 0);
 
     if (zap_handler_) {
         *zap_thread = zmq_threadstart (zap_handler_, *ctx);
@@ -562,6 +568,8 @@ void setup_context_and_server_side (
     //  Server socket will accept connections
     *server = zmq_socket (*ctx, ZMQ_DEALER);
     assert (*server);
+    rc = zmq_setsockopt (*server, ZMQ_LINGER, &linger, sizeof(linger));
+    assert (rc == 0);
 
     socket_config_ (*server, socket_config_data_);
 
@@ -598,18 +606,21 @@ void shutdown_context_and_server_side (void *ctx,
         rc = zmq_unbind (zap_control, "inproc://handler-control");
         assert (rc == 0);
     }
-    close_zero_linger (zap_control);
+    int rc = zmq_close (zap_control);
+    assert (rc == 0);
 
 #ifdef ZMQ_BUILD_DRAFT_API
-    close_zero_linger (server_mon);
+    rc = zmq_close (server_mon);
+    assert (rc == 0);
 #endif
-    close_zero_linger (server);
+    rc = zmq_close (server);
+    assert (rc == 0);
 
     //  Wait until ZAP handler terminates
     if (zap_thread)
         zmq_threadclose (zap_thread);
 
-    int rc = zmq_ctx_term (ctx);
+    rc = zmq_ctx_term (ctx);
     assert (rc == 0);
 
     zmq_atomic_counter_destroy (&zap_requests_handled);