Discharging capacitors upon power loss
You could try with a relay which is powered by the batteries and is placed in series with a bleeding resistor. Of course, powered = open switch. The relay will also draw some current, but there's not much you can do without additional power consumption.

Also, you could try with a PNP transistor that has the base connected directly to batteries and has a resistor between base and ground (a pull-down resistor): whenever powered, base is high and PNP is open; whenever power is removed, base is at ground, PNP is closed and the capacitor discharges through an additional bleeding resistor. Power consumption is basically as low as it gets.