Configured MaxScale as follows:
--------------------------
[MaxScale]
threads=4
log_trace=1
log_debug=1

[Shard service]
type=service
router=schemarouter
servers=srv_localhost
user=maxscale
passwd=maxscalepwd

[Shard listener]
type=listener
service=Shard service
protocol=MySQLClient
port=4000
socket=/var/run/maxscale/shard.sock

[srv_localhost]
type=server
address=localhost
port=3306
protocol=MySQLBackend
---------------------------------------

When starting service, MaxScale logging error in /var/log/maxscale/error1.log:
Error: Failed to set socket options. Error 95: Operation not supported

When trying to connect using mysql console:

1. mysql -u testuser -p -S /var/run/maxscale/shard.sock testdb

MaxScale fails with SIGSEGV:

==> error1.log <==
2015-07-14 12:42:18 Fatal: MaxScale received fatal signal 11. Attempting backtrace.
2015-07-14 12:42:18 /usr/bin/maxscale() [0x51cd85]
2015-07-14 12:42:18 /lib/x86_64-linux-gnu/libpthread.so.0(+0xf8d0) [0x7f66069af8d0]
2015-07-14 12:42:18 /usr/bin/maxscale(_Z8MYSQLlexP7YYSTYPEP3THD+0x26) [0x70b226]
2015-07-14 12:42:18 /usr/bin/maxscale(_Z10MYSQLparseP3THD+0x63c) [0x8c9e3c]
2015-07-14 12:42:18 /usr/bin/maxscale(_Z9parse_sqlP3THDP12Parser_stateP19Object_creation_ctxb+0x7c) [0x70013c]
2015-07-14 12:42:18 /usr/lib/x86_64-linux-gnu/maxscale/libquery_classifier.so(+0x33db) [0x7f65f01743db]
2015-07-14 12:42:18 /usr/lib/x86_64-linux-gnu/maxscale/libquery_classifier.so(parse_query+0x185) [0x7f65f0173f8d]
2015-07-14 12:42:18 /usr/lib/x86_64-linux-gnu/maxscale/libquery_classifier.so(query_classifier_get_type+0x46) [0x7f65f0173db6]
2015-07-14 12:42:18 /usr/lib/maxscale/libschemarouter.so(+0x82b0) [0x7f65f03812b0]
2015-07-14 12:42:18 /usr/lib/maxscale/libschemarouter.so(internalRoute+0x83) [0x7f65f037e590]
2015-07-14 12:42:18 /usr/bin/maxscale() [0x53245f]
2015-07-14 12:42:18 /usr/bin/maxscale(poll_waitevents+0x629) [0x531d26]
2015-07-14 12:42:18 /usr/bin/maxscale(main+0x1c0a) [0x51f74e]
2015-07-14 12:42:18 /lib/x86_64-linux-gnu/libc.so.6(__libc_start_main+0xf5) [0x7f660519db45]
2015-07-14 12:42:18 /usr/bin/maxscale() [0x51baa9]

(gdb) bt
#0 0x000000000070b226 in MYSQLlex(YYSTYPE*, THD*) ()
#1 0x00000000008c9e3c in MYSQLparse(THD*) ()
#2 0x000000000070013c in parse_sql(THD*, Parser_state*, Object_creation_ctx*, bool) ()
#3 0x00007f42e02583db in ?? () from /usr/lib/x86_64-linux-gnu/maxscale/libquery_classifier.so
#4 0x00007f42e0257f8d in parse_query () from /usr/lib/x86_64-linux-gnu/maxscale/libquery_classifier.so
#5 0x00007f42e0257db6 in query_classifier_get_type () from /usr/lib/x86_64-linux-gnu/maxscale/libquery_classifier.so
#6 0x00007f42e04652b0 in ?? () from /usr/lib/maxscale/libschemarouter.so
#7 0x00007f42e0462590 in internalRoute () from /usr/lib/maxscale/libschemarouter.so
#8 0x000000000053245f in ?? ()
#9 0x0000000000531d26 in poll_waitevents ()
#10 0x00007f42f6a8c0a4 in start_thread (arg=0x7f42d9ffb700) at pthread_create.c:309
#11 0x00007f42f534604d in clone () at ../sysdeps/unix/sysv/linux/x86_64/clone.S:111