Are you seeing messages like this in your logs?:
error: can't create socket: Too many open files
OpenBSD seems to come configured by default with a really low file descriptor limit (128) so increasing it is needed for daemons which are going to open a lot of network connections.
The limits are configured in two places; the system global limit (total files open by all processes) is set in a sysctl:
The per-login/process limits are set via /etc/login.conf via the openfiles directive. This is further split into openfiles-cur and openfiles-max (current, e.g. the initial value for a new login, and maximum, which is the largest value you can then increase the limit to using ulimit -n)
Would set a limit of file descriptors for daemons (started by root, or via /etc/rc) of 4096 initial, 4096 maximum and for all otherwise unclassified users to 1024 initial and 4096 maximum. Settings take effect on next login.
For performance you can compile /etc/login.conf into a database using cap_mkdb, e.g.: