Use zmq-anyio #2672

Job	Run time
check_release	1m 39s
Test Lint	58s
build (ubuntu-latest, 3.9)	1m 5s
test_docs	40s
build (ubuntu-latest, 3.13)	2m 26s
Test Minimum Versions	49s
build (windows-latest, 3.9)	2m 18s
test_without_debugpy (ubuntu-latest, 3.9)	31s
build (windows-latest, 3.13)	2m 17s
build (macos-latest, 3.9)	51s
link_check	2m 27s
Test Prereleases	2m 2s
Make SDist	24s
build (macos-latest, 3.13)	2m 27s
build (ubuntu-latest, pypy-3.9)	1m 2s
build (macos-latest, 3.10)	2m 27s
build (ubuntu-latest, 3.11)	2m 27s
build (ubuntu-latest, 3.12)	2m 27s
Install from SDist and Test	1m 51s
coverage	1s
tests_check	1s
	31m 10s

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