This doesn't come from a dictionary, but I had a relative who spent most of his free designing clever circuits (from the 1920s onwards).

He always told me that the correct British pronunciation was "sodder", but that over the years it had started to be pronounced "solder" - which he believed was to avoid the embarrassment of a word that could be misinterpreted as being related to sodomy when speaking to people who didn't have a background in electronics (or pipework!).

He was a very respectable man with a very good knowledge of the English language and how it had evolved during the 20th century - and at least one of his electronicly minded friends also pronounced it "sodder".

Depending on your opinion of natural language, and if you should stick to more traditional, or modern, pronunciations either could therefore be correct.