How to log IP with winbind pam module and "No such user"

I'm trying to make our denyhosts script block the dictionary ssh attacks.
Unfortunately, the logging does not show an IP when the user name is invalid.

We are using winbind module in pam.conf

If I intentionally enter a bad password for a good user name,
it logs like this:

Mar 30 14:49:21 t2000 sshd[29870]: [ID 800047 auth.notice] Failed
keyboard-interactive for fpicabia from 111.222.333.444 port 52567 ssh2

This shows the IP which I want to keep for denyhosts to scan later.

If I login with a bogus user name, the log shows no IP info:

Mar 30 14:55:57 t2000 sshd[1816]: [ID 186046 auth.error]
pam_winbind(sshd-kbdint): request wbcLogonUser failed:
WBC_ERR_AUTH_ERROR, PAM error: PAM_USER_UNKNOWN (13), NTSTATUS:
NT_STATUS_NO_SUCH_USER, Error message was: No such user

In /etc/ssh/sshd_config I already use verbose for logging:

SyslogFacility auth
LogLevel VERBOSE

In pam.conf I have these settings for winbind:

login   auth sufficient         pam_winbind.so.1 debug
other   auth sufficient         pam_winbind.so.1 try_first_pass debug

On Linux, the winbind module reports on the IP in the auth log with
only the Loglevel of INFO
and no debug turned on at the pam module.

How can I get the IP address showing in the authentication log when
the user is unknown?