Use ZMQ sockets in a single thread

[dimalit]

SgxZmqClient::doZmqRequestReply is called from different threads, but according to ZMQ manual, it should not be. this can lead to unpredictable consequences.

Don’t share ZeroMQ sockets between threads. ZeroMQ sockets are not threadsafe. Technically it’s possible to migrate a socket from one thread to another but it demands skill. The only place where it’s remotely sane to share sockets between threads are in language bindings that need to do magic like garbage collection on sockets.

(https://zguide.zeromq.org/docs/chapter2/#Multithreading-with-ZeroMQ)