Refactor heartbeat to shutdown cleanly

[halleysfifthinc]

With Julia 1.11.2 (also tested 1.10.7), I'm seeing segfaults when shutting down an idle
Julia kernel (with current [email protected]) in Jupyter on Linux.

% jupyter --version
Selected Jupyter core packages...
IPython          : 8.30.0
ipykernel        : 6.29.5
ipywidgets       : 8.1.5
jupyter_client   : 8.6.3
jupyter_core     : 5.7.2
jupyter_server   : 2.14.2
jupyterlab       : 4.3.2
nbclient         : 0.10.1
nbconvert        : 7.16.4
nbformat         : 5.10.4
notebook         : 7.0.7
qtconsole        : not installed
traitlets        : 5.14.3

Reproducible by opening/starting a notebook, and then shutting down after the kernel is
connected and idle. EDIT: I can no longer reproduce this, but the change still seems like a good idea?

There are several errors in the segfault dump, but the heartbeat thread is notable

The ZMQ docs state "zmq_proxy() runs in the current thread and returns only
if/when the current context is closed."

The heartbeat socket doesn't need to be global, as nothing else touches
it. So, if we create the heartbeat socket in a Context that has a global ref,
we can close the context, which will cause zmq_proxy to return and then
that thread to end/finish.

With this change, I'm not sure whether the jl_gc_safe_enter ccall is necessary?