OK, I finally got it working. Just force clang (XCode 5) to produce Mac OS X 10.6 compatible executables using this configuration line:
./configure --with-gnu-ld LDFLAGS="-lstdc++ -stdlib=libstdc++ -mmacosx-version-min=10.6" CXXFLAGS="-stdlib=libstdc++ -mmacosx-version-min=10.6"
This made the helloworld server and client work.
Here is the output from the otool
call:
$ otool -L /usr/local/lib/libzmq.dylib
/usr/local/lib/libzmq.dylib:
/usr/local/lib/libzmq.4.dylib (compatibility version 5.0.0, current version 5.0.0)
/usr/lib/libstdc++.6.dylib (compatibility version 7.0.0, current version 60.0.0)
/usr/lib/libSystem.B.dylib (compatibility version 1.0.0, current version 1197.1.1)
P.S.: ZeroMQ 4.x build worked fine as well.