Merge bitcoin/bitcoin#35446: ci: use pyzmq over zmq

4a6d1458b4 ci: add pyzmq to msan job (fanquake)
c21b58e263 ci: use pyzmq over zmq (fanquake)

Pull request description:

  `zmq` seems to be an alias for `pyzmq`, and the project page, https://pypi.org/project/zmq/, states "You are probably looking for pyzmq.". So switch to `pyzmq`, which is what we document, and use in all other jobs.

  Also add `pyzmq` to native MSAN, so that `interface_zmq.py` is run.

ACKs for top commit:
  sedited:
    ACK 4a6d1458b4

Tree-SHA512: 86b96f6b2dca032bf7460113173472c8384834b1f38d961dff1ee325cce75410cc02062da798484f12fb28f676611df7ea406ee8385f9324b298c036826881f9

ci/test/00_setup_env_mac_native.sh

@@ -7,7 +7,7 @@
 export LC_ALL=C.UTF-8
 
 export CONTAINER_NAME="ci_mac_native"  # macos does not use a container, but the env var is needed for logging
-export PIP_PACKAGES="--break-system-packages pycapnp zmq"
+export PIP_PACKAGES="--break-system-packages pycapnp pyzmq"
 export GOAL="install deploy"
 export CMAKE_GENERATOR="Ninja"
 export CI_OS_NAME="macos"

ci/test/00_setup_env_native_msan.sh

@@ -15,7 +15,7 @@ export MSAN_AND_LIBCXX_FLAGS="${MSAN_FLAGS} ${LIBCXX_FLAGS}"
 
 export CONTAINER_NAME="ci_native_msan"
 export PACKAGES="clang-${APT_LLVM_V} llvm-${APT_LLVM_V} llvm-${APT_LLVM_V}-dev libclang-${APT_LLVM_V}-dev libclang-rt-${APT_LLVM_V}-dev python3-pip"
-export PIP_PACKAGES="--break-system-packages pycapnp"
+export PIP_PACKAGES="--break-system-packages pycapnp pyzmq"
 export DEP_OPTS="DEBUG=1 NO_QT=1 CC=clang CXX=clang++ CFLAGS='${MSAN_FLAGS}' CXXFLAGS='${MSAN_AND_LIBCXX_FLAGS}'"
 export GOAL="install"
 export CI_LIMIT_STACK_SIZE=1