I tried building ZeroMQ with PGM support, enabling the use-flag did not work for me.
After changing the ebuild file to allow for a 'configure --with-pgm', it turns out to have openpgm as dependency (which does not exist in tree).
Steps to Reproduce:
1. Enable 'pgm' use-flag
2. emerge zeromq
3. No support for pgm is available
No support for pgm is available
Support for pgm is available
After some more digging I found at the openpgm package was removed from Gentoo.
I was able to get a working version of ZeroMQ with PGM after compiling the sources from - https://github.com/steve-o/openpgm.git
(and moving some files around)
It would be nice to have the package back, but I realize this might not be possible.