Thanks ponce and wildwizard.
wildwizard you were faster than me

DLZ is integrated from 9.4 and built by default from 9.8 on.
I just checked and it is working already on Slackware 14.1rc3 with samba4 so I'm editing the subject of this thread ; I didn't see that it was included in latest packages.
I tested with my AD setup and zones are updated successfully, no need for external Kerberos libraries.
The only remaining request should be about rc.samba.
For the samba4 startup script, does it work for you as it is when using only "simple" shares ?
AD has become way more simple to setup, especially on 4.1, that I consider migrating to that paradigm only on production servers.