Never tried it and I doubt it produces useful results, coverity doesn't know about Nim's memory management / GC. valgrind works with Nim though and kochhas support for valgrind.
I've tired playing around with valgrind and nim executables, trying to purposefully leak memory and detect it in valgrind, but it never detected anything. I assume that was because valgrind didn't understand nim's memory management. The things I tried were using the various alloc methods, and also the create method to allocate memory and not free it.