The attached patch adds a 'pid' column to pg_replication_slots, so it's possible to associate an active slot with the pg_stat_replication entry that describes the walsender using the slot.
If a user backend (or bgworker) is using the slot over the SQL interface, the 'pid' column will correspond to the pg_stat_activity entry for that backend instead. After all, both it and pg_stat_replication are views over pg_stat_get_activity() anyway.
Detailed rationale in patch.
Please consider this for 9.5. It's a pretty light patch, and it'd be good to have it in place to ease monitoring of slot-based replication.
