Replace incomplete count with a std::set

This commit removes the countdown flag and adds a set to store the pipes
that are currently being disconnected.

tests/test_connect_delay.cpp

@@ -33,8 +33,6 @@ static void *server (void *c)
     char buffer[16];
     int rc, val;
 
-    shoulddie = *(long *)sd;
-
     context = zmq_init (1);
     assert (context);