Send back "comm_close" to unidentified/closed communications

comm/base_comm.py

@@ -284,6 +284,21 @@ def comm_msg(self, stream: ZMQStream, ident: str, msg: MessageType) -> None:
         comm_id = content["comm_id"]
         comm = self.get_comm(comm_id)
         if comm is None:
+            try:
+                from comm import create_comm
+
+                closed_comm = create_comm(
+                    comm_id=comm_id,
+                    primary=False,
+                    target_name=None,
+                )
+                closed_comm.close()
+            except Exception:
+                logger.error(
+                    """Could not send comm_close for a closed comm to reply
+                    for incoming communication""",
+                    exc_info=True,
+                )
             return
 
         try: