I've just begun using multi-source replication in MySQL (from Mysql 5.7/MariaDB 10) and the current check_mysql plugin cannot handle this - it reports "No slaves defined" because it requires a connection name along with the "SHOW SLAVE STATUS" query - "SHOW SLAVE 'CONNECTION_NAME' STATUS".
I'v created a patch that adds this feature via -N/--slave-connection-name options, hope you will include it in future releases
/Anders
