This gist contains an example showing that LINGER cannot be set after ETERM has been caught (see https://github.com/imatix/zguide/issues/370).

linger_issue.c

#include <zmq.h>
#include <pthread.h>
#include <assert.h>

static void * worker_routine (void *context) {
  char buf;
  void *socket = zmq_socket (context, ZMQ_PAIR);
  assert( zmq_connect (socket, "inproc://linger") > -1 );
  assert( zmq_send(socket, &buf, 1, 0) > -1); // unblock main thread
  // zmq_recv will block until context is terminated
  assert( zmq_recv(socket, &buf, 1, 0) == -1 );
  assert( errno == ETERM );
  printf("Caught ETERM, will attempt to set LINGER to 1000\n");
  int linger = 1000;
  if( zmq_setsockopt(socket, ZMQ_LINGER, &linger, sizeof linger) == -1 ) {
    printf("Couldn't set LINGER: %s\n", zmq_strerror(errno));
  }
  assert( zmq_close (socket) > -1 );
  return NULL;
}

int main (void)
{
  void *context = zmq_ctx_new ();
  pthread_t worker;
  void *socket = zmq_socket(context,  ZMQ_PAIR);
  zmq_bind(socket, "inproc://linger");
  pthread_create (&worker, NULL, worker_routine, context);
  char buf = 'x';
  assert( zmq_recv(socket, &buf, 1, 0) > -1 ); // wait for worker thread
  assert( zmq_close(socket) > -1);
  assert( zmq_ctx_destroy (context) > -1 );
  return 0;
}