Might it be a good idea to introduce a warnings system into the ZeroMQ 
debug-build flavor.

debugWarn(ZMQ_WARNING_33) ;    // ZeroMQ Caution #33: Application called recv() 
on a ZMQ_SUB socket without subscribing to any topics. (See zmq_setsockopt).

if ( settingSockOptZMQ_SERIALIZE_FUNCTION and context.numThreads<= 1 )
    debugWarn(ZMQ_WARNING_34) ;    // ZeroMQ Caution #34: Consider using more 
than one IO thread in applications which may have to serialize data to maintain 
throughput (see zmq_init)

etc.

Perhaps coupled with a sock-opt for disabling a particular warning - e.g. if 
your recv() is waiting for a term;)

- Oliver


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