How did you install the firmware?
I've run once in troubles with an iwi0 interface because I messed up
the .tgz firmware file unpack. I never used a laptop with wireless and
OpenBSD so I was not aware that I need to download some firmware
files.
I don't remember what exactly I did wrong, the files were there but I
got the same error with load. I saw the run of /usr/sbin/fw_update at
boot time.
I've deleted the firmware files that I've installed from /etc/firmware
and run this script by hand. Then it was fine for iwi to load.