Hi,
Thank you all for your help. I finally found what my problem was. Gentoo is compiling Cyrus-sasl with option: --with-configdir="${EPREFIX}"/etc/sasl2 So, my configuration file needs to be /etc/sasl2/slapd.conf. When I put that in place, I thought it should be /usr/lib64/susl2/slapd.conf which, of course, was not taken into account.
Everything is working fine now.
Stéphane.