[BUG] zmq_monitor master option is broken

Description

When zmq_monitor master option is enabled, the master log sometimes contains this message:

2020-11-22 12:16:14,060 [salt.utils.process:592 ][INFO    ][10810] Process <bound method ZeroMQReqServerChannel.zmq_device of <salt.transport.zeromq.ZeroMQReqServerChannel object at 0x7f080b10b5f8>> (11660) died with exit status 1, restarting...
2020-11-22 12:16:14,064 [salt.utils.process:573 ][DEBUG   ][10810] Started 'salt.transport.zeromq.<class 'method'>.zmq_device' with pid 11667
2020-11-22 12:16:14,069 [salt.transport.zeromq:770 ][DEBUG   ][11667] Starting ZMQ monitor

The failure is masked by some exception handler (this is also a problem in itself), but I was able to trace it down to the following line:

salt/transport/zeromq.py:

    def _start_zmq_monitor(self):
        """
        Starts ZMQ monitor for debugging purposes.
        :return:
        """
        # Socket monitor shall be used the only for debug
        # purposes so using threading doesn't look too bad here

        if HAS_ZMQ_MONITOR and self.opts["zmq_monitor"]:
            log.debug("Starting ZMQ monitor")
            import threading

            self._w_monitor = ZeroMQSocketMonitor(self._socket)             # <------
            threading.Thread(target=self._w_monitor.start_poll).start()
            log.debug("ZMQ monitor has been started started")

It fails with ZeroMQReqServerChannel' object has no attribute '_socket' and the message that ends with started started (sic!) isn't logged.

Steps to Reproduce the behavior

Add zmq_monitor: true to master config, restart the master and watch its logs (may require a minion restart as well).

Versions Report

Salt Version:
          Salt: 3002.2

Dependency Versions:
          cffi: Not Installed
      cherrypy: Not Installed
      dateutil: 2.6.1
     docker-py: Not Installed
         gitdb: 2.0.3
     gitpython: 2.1.8
        Jinja2: 2.10
       libgit2: Not Installed
      M2Crypto: Not Installed
          Mako: Not Installed
       msgpack: 0.5.6
  msgpack-pure: Not Installed
  mysql-python: Not Installed
     pycparser: Not Installed
      pycrypto: 2.6.1
  pycryptodome: 3.4.7
        pygit2: Not Installed
        Python: 3.6.9 (default, Oct  8 2020, 12:12:24)
  python-gnupg: 0.4.1
        PyYAML: 3.12
         PyZMQ: 17.1.2
         smmap: 2.0.3
       timelib: Not Installed
       Tornado: 4.5.3
           ZMQ: 4.2.5

System Versions:
          dist: ubuntu 18.04 Bionic Beaver
        locale: UTF-8
       machine: x86_64
       release: 4.15.0-112-generic
        system: Linux
       version: Ubuntu 18.04 Bionic Beaver

P.S. I wanted to figure out a connecting minion IP address, but apparently it is not possible with ZeroMQ.

Start in salt/transport/zeromq.py at ZeroMQReqServerChannel._start_zmq_monitor and inspect how the channel's socket is initialized. Reproduce with zmq_monitor: true in the master configuration, then verify that the master starts the monitor without the channel process dying and that the subsequent startup log is emitted.