Use zmq-anyio #2794

Job	Run time
link_check	3m 18s
check_release	1m 36s
Make SDist	28s
build (ubuntu-latest, 3.9)	11m 37s
build (ubuntu-latest, 3.13)	15m 32s
test_docs	38s
Test Lint	54s
Test Minimum Versions	38s
build (windows-latest, 3.9)	5m 0s
build (windows-latest, 3.13)	12m 28s
Test Prereleases	2m 38s
test_without_debugpy (ubuntu-latest, 3.9)	5m 9s
build (macos-latest, 3.9)	7m 57s
build (macos-latest, 3.13)	15m 24s
build (ubuntu-latest, pypy-3.9)	6m 4s
build (macos-latest, 3.10)	8m 27s
build (ubuntu-latest, 3.11)	15m 25s
build (ubuntu-latest, 3.12)	15m 24s
build (windows-latest, 3.10)	5m 29s
build (windows-latest, 3.11)	14m 34s
build (windows-latest, 3.12)	11m 13s
Install from SDist and Test	2m 22s
coverage	0s
tests_check	2s
	2h 42m 17s

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