Upstreamed: no, not yet.

https://github.com/zeromq/cppzmq/issues/334

--- a/tests/CMakeLists.txt
+++ b/tests/CMakeLists.txt
@@ -9,11 +9,14 @@
 set(CMAKE_LIBRARY_OUTPUT_DIRECTORY ${CMAKE_BINARY_DIR}/${CMAKE_INSTALL_LIBDIR})
 set(CMAKE_RUNTIME_OUTPUT_DIRECTORY ${CMAKE_BINARY_DIR}/${CMAKE_INSTALL_BINDIR})
 
+find_package(Threads)
+find_package(Catch2 REQUIRED)
+
 include(CTest)
+include(Catch)
 include(cmake/catch.cmake)
 include(${CATCH_MODULE_PATH}/Catch.cmake)
 
-find_package(Threads)
 
 add_executable(
     unit_tests
@@ -38,6 +41,7 @@
 target_link_libraries(
     unit_tests
     PRIVATE cppzmq
+    PRIVATE Catch2::Catch2
     PRIVATE ${CMAKE_THREAD_LIBS_INIT}
 )