Thanks for having a look into it. We did compile with system memory and use valgrind following the tips on dedicated page https://www.kamailio.org/wiki/tutorials/troubleshooting/memory
Unfortunately this gave no more clues (though it is possible I used it badly because it was the first time I used such tools).
We removed totally DMQ module from our Kamailios anyhow. We replaced it with a solution based on mqueue/http_async_client modules.
This issue can be closed as I am no more able to help in investigating further. Thank you.