Typically I compile slapd with the code for module_kill() commented out when running under valgrind, because otherwise the symbol info for the modules is lost when they're unloaded. FYI, this is no longer necessary; there is now a patch available for valgrind that allows it to track symbols in unloaded modules.
https://bugs.kde.org/show_bug.cgi?id=79362
No idea if it will be accepted or merged as-is but it works for me. (One potential improvement in this patch would be to tag the symbols that were unloaded at the time of output.)