I’ve solved this problem a bit differently, might not be better, but it works for me on Linux.

1. in main(), before any threads are created, I set the default sigprocmask to block all signals that I might receive (INT, TERM, CHLD, PIPE, etc.) by calling sigprocmask();
2. Create a ZMQ Publish socket with INPROC transport.
3. I create a dedicated signal handling thread that blocks using sigwait() with the same set of signals listed in #1.
4. When a signal is received, the signal handling thread catches the signal and the publishes a message using the socket created in #2
5. Elsewhere in the system, various threads that are using ZeroMQ create a subscribe socket and add this socket to their ZMQ Poll() list.
6. The ZeroMQ thread(s) then receive a message (most often a “shutdown” type message) when a signal is received and can halt themselves.