Try this diff. Untested but if my theory as to why it's breaking is correct, it should work.
Only the dlopen()'d libdriver_mysql.so modules are linked with -lpthread. This isn't enough on OpenBSD, the programs calling them also need linking that way. LD_PRELOAD didn't work because Dovecot cleans the environment that it passes to child processes (specifically, whichever of lda, auth, dict, *-login etc. actually call dlopen to load the mysql module). Diff is done this way for expediency, to go upstream it would at least want the patch moving to configure.ac and checking the OS. Index: Makefile =================================================================== RCS file: /cvs/ports/mail/dovecot/Makefile,v retrieving revision 1.227 diff -u -p -r1.227 Makefile --- Makefile 25 Oct 2014 22:06:40 -0000 1.227 +++ Makefile 27 Oct 2014 11:54:42 -0000 @@ -9,6 +9,7 @@ COMMENT-postgresql= PostgreSQL authentic V_MAJOR= 2.2 V_DOVECOT= 2.2.15 +REVISION-server=0 DISTNAME= dovecot-${V_DOVECOT} PKGNAME= dovecot-${V_DOVECOT} @@ -35,7 +36,7 @@ MAINTAINER= Brad Smith <b...@comstyle.co # LGPLv2.1 and MIT PERMIT_PACKAGE_CDROM= Yes -WANTLIB-server= bz2 c crypto lz4 lzma sqlite3 ssl z ${MODLIBICONV_WANTLIB} +WANTLIB-server= bz2 c crypto lz4 lzma pthread sqlite3 ssl z ${MODLIBICONV_WANTLIB} WANTLIB-ldap= crypto lber-2.4 ldap-2.4 sasl2 ssl WANTLIB-mysql= crypto m lib/mysql/mysqlclient pthread ssl stdc++ z WANTLIB-postgresql= crypto pq>=4 ssl Index: patches/patch-configure =================================================================== RCS file: patches/patch-configure diff -N patches/patch-configure --- /dev/null 1 Jan 1970 00:00:00 -0000 +++ patches/patch-configure 27 Oct 2014 11:54:42 -0000 @@ -0,0 +1,12 @@ +$OpenBSD$ +--- configure.orig Mon Oct 27 11:49:14 2014 ++++ configure Mon Oct 27 11:49:23 2014 +@@ -25263,7 +25263,7 @@ _ACEOF + + + CFLAGS="$CFLAGS $EXTRA_CFLAGS" +-NOPLUGIN_LDFLAGS="-no-undefined" ++NOPLUGIN_LDFLAGS="-no-undefined -lpthread" + if test "$with_gnu_ld" = yes; then + NOPLUGIN_LDFLAGS="$NOPLUGIN_LDFLAGS -Wl,--as-needed" + fi