About :

1) python-tornado : I don't understand the COBS problem. Using the Harmattan SDK, I needed to install only "python-pycurl".

2) zeromq : the build log of zeromq shows:

"/usr/bin/ld: .libs/local_lat: hidden symbol `__sync_fetch_and_add_4' in /usr/lib/gcc/arm-linux-gnueabi/4.4.1/libgcc.a(linux-atomic.o) is referenced by DSO
/usr/bin/ld: final link failed: Nonrepresentable section on output"

This problem of gcc 4.4.1 in Harmattan SDK is fixed by applying the patch :
http://gcc.gnu.org/bugzilla/show_bug.cgi?id=46563#c6
# rm /usr/lib/gcc/arm-linux-gnueabi/4.4.1/libgcc_s.so
# nano /usr/lib/gcc/arm-linux-gnueabi/4.4.1/libgcc_s.so

/* GNU ld script
Use the shared library, but some functions are only in
the static library. */
GROUP ( libgcc_s.so.1 libgcc.a )