Symptom is that ZMQ_STREAM sockets in 4.1.0 and 4.1.1 generate zero
sized messages on each new connection, unlike 4.0.x which did not do
this.

Person who made this commit also changed test cases so that contract
breakage did not show. Same person was later banned for persistently
poor form in CZMQ contributions.

Solution: enable connect notifications on ZMQ_STREAM sockets using a
new ZMQ_STREAM_NOTIFY setting. By default, socket does not deliver
notifications, and behaves as in 4.0.x.

Fixes #1316