Use zmq-anyio #2655

Job	Run time
check_release	1m 35s
link_check	3m 33s
build (ubuntu-latest, 3.9)	9m 35s
Make SDist	22s
build (ubuntu-latest, 3.13)	9m 41s
Test Lint	44s
build (windows-latest, 3.9)	7m 23s
test_docs	45s
build (windows-latest, 3.13)	8m 8s
Test Minimum Versions	29s
build (macos-latest, 3.9)	9m 40s
Test Prereleases	9m 38s
build (macos-latest, 3.13)	9m 39s
test_without_debugpy (ubuntu-latest, 3.9)	9m 38s
build (ubuntu-latest, pypy-3.9)	9m 37s
build (macos-latest, 3.10)	9m 39s
build (ubuntu-latest, 3.11)	9m 36s
build (ubuntu-latest, 3.12)	9m 37s
Install from SDist and Test	9m 9s
coverage	1s
tests_check	2s
	2h 8m 31s

Provide feedback