I have the same problem - previous developers of my FW solved it by performing reset before entering sleep. That killed the IWDG. But that also lost some important info, such as input edge detection in EXTI. So, by the time I enter sleep mode I already may have lost the wake up event. And I cannot use WWDG, as fjrg76 suggested, because max time for for WWDG is just few dozen ms, so it cannot be used as system wide watchdog (max time of IWDG may be many seconds).
So, I will continue using reset before sleep, even it will make my system buggy (it will loose input once in a while). But I just do not see any solution.
I wonder how other people solve this problem?