The following information was taken from the PF Encyclopedia, but for the record most of your suspicions are correct: he DID play on "Slave To Love" amongst others but there's no specific mention of David playing on "Valentine".
Albums:
BOYS AND GIRLS (1985) - - No track information; just that "David Gilmour plays on this album".
Legend (Motion Picture Soundtrack) album (1986) - B Ferry's "Is Your Love Strong Enough" (with Gilmour on guitar)
BETE NOIRE (1987) - No track information; just that "David Gilmour plays on this album".
EPs:
"Is Your Love Strong Enough" (extended version) / "Windswept" (instrumental) / "Is Your Love Strong Enough" 12" EP (1986) - (with David Gilmour on guitar)
"Windswept" / "Crazy Love" / "Feel The Need" / "Broken Wings" 7" EP (1985) - (David Gilmour on "Windswept")
Amazingly, it also says David played with Bryan's band during his appearance at Live Aid '85 at Wembley Stadium, London. I was there and I didn't even notice, and I quite enjoyed Bryan's set as well.
Gah!
