Same problem here:
If I use the cn=config style, proxy authorization works directly after configuring it. If I reboot the slave server the authorization fails to work and the bindmethod switches from SASL/GSSAPI to SIMPLE.
If I delete the configuration directory /etc/ldap/slapd.d and use a simple /etc/ldap/slapd.conf and make the same configuration the old way everything keeps working after reboots.
So I think there is a Problem while loading the cn=config configuration.