Encyclopedia of Mormonism, pg. 958; “Few prophets are more revered in ancient and latter-day scripture than Moses, who serves as a model of prophetic leadership not only in the Bible but also in the Book of Mormon, Doctrine and Covenants, and Pearl of Great Price …Moses “was learned in all the wisdom of the Egyptians” and became “mighty in words and in deeds” (Acts 7:22). After fleeing from Egypt to Midian (Ex. 2:15), he married Zipporah. His father-in-law, Jethro, ordained him to the Melchizedek Priesthood that had come down through generations of prophets (D&C 84:6-17). Known as “priest of Midian” (Ex. 3:1), Jethro descended from Midian, son of Abraham and Keturah (Petersen, pp. 49-50).”
Exodus 2:10, 12, 3:1; “And the child grew, and she brought him unto Pharaoh’s daughter, and he became her son. And she called his name Moses: and she said, Because I drew him out of the water. And he looked this way and that way, and when he saw that there was no man, he slew the Egyptian, and hid him in the sand. Now Moses kept the flock of Jethro his father in law, the priest of Midian: and he led the flock to the backside of the desert, and came to the mountain of God, even to Horeb.”
Interestingly enough D&C 42:79 (murderers aren’t saved) didn’t apply to Moses or the apostle Paul, but it did to King David.
Furthermore, Jethro didn’t hold the Melchizedek priesthood, rather he was just a priest.