I don't think I've ever seen a dmesg from you; you might review it to see if you are using an azalia(4) sound driver. If so, you will want to review that man page for the discussion of specific mixer control widgets, and then review the many misc@ discussions on azalia configurations (there are many) and headphone use. Some are discussed the long thread that begins here:
http://marc.info/?l=openbsd-misc&m=124142566710458&w=2