Have you tried explicitly loading the unlinked libraries beforehand with LOAD-FOREIGN-LIBRARY?
That is a good suggestion, though...
Since I upgraded the machine to OpenBSD 6.5, I cannot reproduce the failure:
* (cffi:load-foreign-library "libreadline.so") #<CFFI:FOREIGN-LIBRARY LIBREADLINE.SO-431 "libreadline.so">
And cl-readline loads file (and works). Seems that this got fixed in OpenBSD on January 15th, 2019?
https://github.com/openbsd/src/commit/ec6ecd8a570a22f0beb913e5159081d1dba024...
Thanks!