Problem: REP leaves label msgs for dead REQ in pipe

Solution: roll back the pipe if writing messages other than the
first fails in router::xsend.
Also add test case that reproduces the memory leak when ran with
valgrind.
Fixes #2567

src/router.cpp

@@ -273,6 +273,9 @@ int zmq::router_t::xsend (msg_t *msg_)
             // Message failed to send - we must close it ourselves.
             int rc = msg_->close ();
             errno_assert (rc == 0);
+            // HWM was checked before, so the pipe must be gone. Roll back
+            // messages that were piped, for example REP labels.
+            current_out->rollback ();
             current_out = NULL;
         } else {
           if (!more_out) {