That's rather damning. As a casual but curious user, I "got" ØMQ and was up and running from a one page tutorial. AMQP left me scratching my head for longer. It didn't seem quite as orthogonally structured. It just wasn't UNIX.
1) It's a messaging library, and not a server.
2) It has no persistence.
The lisp binding (cl-zmq) is specially attractive, but I ended up using Redis since I knew it well anyway.
Isn't persistence achieved when you use a Broker architecture, which is supported by ZeroMQ?