Merge #19870: doc: update PyZMQ install instructions, fix zmq_sub.py file permissions

062e669 script: fix zmq_sub.py file permissions (Jon Atack)
36f8e0c doc: update PyZMQ installation instructions, ZeroMQ link (Jon Atack)

Pull request description:

  Seen while reviewing #19572.

ACKs for top commit:
  theStack:
    ACK 062e669 🧷
  fanquake:
    ACK 062e669

Tree-SHA512: 2210d92385377d066984d0a83882c3ece9f0f41c901b7eb375af9cdb57296f50f227c68193ccf35926073c2b788d58976442791a9fce2fc0f76452804d5cee6a

Author: fanquake

contrib/zmq/zmq_sub.py

@@ -1,6 +1,6 @@
 # Block and Transaction Broadcasting with ZeroMQ
 
-[ZeroMQ](http://zeromq.org/) is a lightweight wrapper around TCP
+[ZeroMQ](https://zeromq.org/) is a lightweight wrapper around TCP
 connections, inter-process communication, and shared-memory,
 providing various message-oriented semantics such as publish/subscribe,
 request/reply, and push/pull.
@@ -39,8 +39,9 @@ For version information, see [dependencies.md](dependencies.md).
 Typically, it is packaged by distributions as something like
 *libzmq3-dev*. The C++ wrapper for ZeroMQ is *not* needed.
 
-In order to run the example Python client scripts in contrib/ one must
-also install *python3-zmq*, though this is not necessary for daemon
+In order to run the example Python client scripts in the `contrib/zmq/`
+directory, one must also install [PyZMQ](https://github.com/zeromq/pyzmq)
+(generally with `pip install pyzmq`), though this is not necessary for daemon
 operation.
 
 ## Enabling