Pyzmq swallows error when connecting to blocked port (firewall) - python-3.x

Question

I'm trying to connect to a server using python's pyzmq package.
In my case I'm expecting an error, because the server the client connects to, blocks the designated port by a firewall.
However, my code runs through until I terminate the context and then blocks infinitely.
I tried several things to catch the error condition beforehand, but none of them succeeded.
My base example looks like this:
import zmq
endpoint = "tcp://{IP}:{PORT}"
zmq_ctx = zmq.Context()
sock = zmq_ctx.socket(zmq.PAIR)
sock.connect(endpoint) # <--- I would expect an exception thrown here, however this is not the case
sock.disconnect(endpoint)
sock.close()
zmq_ctx.term() # <--- This blocks infinetely
I extended the sample by sock.poll(1000, zmq.POLLOUT | zmq.POLLIN), hoping that the poll command would fail if the connection could not be established due to the firewall.
Then, I tried to solve the issue by setting some sock options, before the sock = zmq_ctx.socket(zmq.PAIR):
zmq_ctx.setsockopt(zmq.IMMEDIATE, 1) # Hoping, this would lead to an error on the first `send`
zmq_ctx.setsockopt(zmq.HEARTBEAT_IVL, 100) # Hoping, the heartbeat would not be successful if the connection could not be established
zmq_ctx.setsockopt(zmq.HEARTBEAT_TTL, 500)
zmq_ctx.setsockopt(zmq.LINGER, 500) # Hoping, the `zmq_ctx.term()` would throw an exception when the linger period is over
I also added temporarily a sock.send_string("bla"), but it just enqueues the msg without returning me some error and did not provide any new insights.
The only thing I can imagine to solve the problem would be using the telnet package and attempting a connection to the endpoint.
However, adding a dependency just for the purpose of testing a connection is not really satisfactory.
Do you have any idea, how to determine a blocked port from the client side still using pyzmq? I'm not very happy that the code always runs into the blocking zmq_ctx.term() in that case.