lib: avoid double-free in zmq wrapper callbacks

lib: avoid double-free in zmq wrapper callbacks

There were paths where the zmq wrapper lib could call user
callbacks that would free the internal context struct, but the
context was then used in the lib code. Use a boolean to avoid
freeing the context within an application callback.

Restore logic that frees the context within the 'cancel' api.

Signed-off-by: Mark Stapp <mjs.ietf@gmail.com>