Use zmq-anyio #2667

Job	Run time
build (ubuntu-latest, 3.9)	15m 36s
build (ubuntu-latest, 3.13)	3m 31s
Make SDist	25s
check_release	1m 43s
build (windows-latest, 3.9)	5m 46s
test_docs	42s
build (windows-latest, 3.13)	6m 37s
Test Lint	55s
build (macos-latest, 3.9)	15m 44s
Test Minimum Versions	20m 15s
Test Prereleases	2m 7s
build (macos-latest, 3.13)	5m 59s
build (ubuntu-latest, pypy-3.9)	15m 41s
test_without_debugpy (ubuntu-latest, 3.9)	15m 40s
build (macos-latest, 3.10)	3m 48s
build (ubuntu-latest, 3.11)	3m 10s
link_check	3m 45s
build (ubuntu-latest, 3.12)	3m 11s
Install from SDist and Test	2m 0s
coverage	0s
tests_check	7s
	2h 6m 42s

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