There were numerous small issues with test cases:
- some lacked the right source file header
- some were not portable at all
- some were using internal libzmq APIs (headers)
Solution: fixed and cleaned up.
Problem: zmq_setsockpt() returns success when changing the
HWM after a bind or connect() even though the call has no effect.
Solution: Introduce a failing test a reminder we need to patch it.
