Is there a method that I can add to my module, which will get called when destructing the class?
We have a simple class which has only static member functions and needs to clean up the database connection when unloading the module.
Was hoping there would be a __del__ method either for modules or classes that don't have instances?
The class destructor method you're looking for is __del__. There are some nuances to when it's called, and to how exceptions and subclassing should be handled in __del__, so be sure to read the official docs.
A quick note on terminology, too: in python a module is the file in which your code is located... a namespace, in essence. A single module can contain many classes, variables, and functions. The __del__ method is located on the class, not on the module.