Bug#1020056:

[Thomas Braun]

The reason for the build breakage can be found in

https://tracker.debian.org/media/packages/z/zeromq3/changelog-4.3.4-3

which has

zeromq3 (4.3.4-3) unstable; urgency=medium

  * Remove zmq{,_addon}.hpp as these provided by cppzmq-dev from now on
    (closes: #972785).

 -- Laszlo Boszormenyi (GCS) <gcs at debian.org>  Mon, 15 Aug 2022
18:40:34 +0200

so I think it should be as easy as adding cppzmq-dev to the build
dependencies.

 $diff -Nur control control.new
--- control     2022-10-13 16:19:07.384578078 +0200
+++ control.new 2022-10-13 16:19:03.972578004 +0200
@@ -7,6 +7,7 @@
                default-libmysqlclient-dev,
                libcos4-dev,
                libzmq5-dev | libzmq3-dev,
+               cppzmq-dev,
                omniidl,
                po-debconf
 Build-Depends-Indep: doxygen,