Also, if you learn to use installboot(8) you can make your own PXE bootable images.
I would read the Makefiles in the OpenBSD source tree to see how they make their install images.
Note I'm not an OpenBSD user and have not installed it in many years so I'm not the best person to ask. I use an earlier distribution, the one that spawned OpenBSD. Similar but not the same.
Also, if you learn to use installboot(8) you can make your own PXE bootable images.
I would read the Makefiles in the OpenBSD source tree to see how they make their install images.
Note I'm not an OpenBSD user and have not installed it in many years so I'm not the best person to ask. I use an earlier distribution, the one that spawned OpenBSD. Similar but not the same.