The problem with that is that 0MQ socket abstracts multiple underlying connections. Reporting error would mean making the connections visible to the user. There would have to be connection IDs, accept function, error notifications etc. In the end the whole thing would boil down to ugly version of standard BSD TCP sockets.

The right thing to do re-send the request after disconnection or after timeout have expired. It can be done easily in the application, however, if you want it inside the library, feel free to submit a patch.