We used both zeromq and its sort-of-descendant nanomsg but eventually moved to NATS because of it's approach to high availability (every node knows the topology of the whole cluster) and zero management overhead.

Some criticize NATS for the absence of message durability in the core technology, but we figured out we can drop this requirement in 95% of cases. Your microservices should be highly available anyway, so there's always a live consumer - and it's better to handle the message to it directly rather than introducing the overhead of storing a message somewhere and dealing with more-than-once delivery.

There's a bit more to that like you should let your microservices exit gracefully and finish processing consumed messages. And of course in 5% of cases, where you can't allow to lose a single message, you have to use NATS Streaming or the likes, but so far we've been greatly impressed by NATS for high load.