Hello and welcome.
For the moment, lets assume everything you've typed in to your post is true to the best of your belief and understanding.
I'm not going to be able to assist you with the security issues you perceive you have with other OSes (Windows or Linux). For the most part, neither is anyone else here, as this is outside the scope of this forum.
As for OpenBSD, if I've read your post correctly, I understand that:
- You have installed OpenBSD, and you are using it with the shell. X Windows filesets may have been installed but X Windows is not currently being used.
- You enabled SSH during installation, when the option to do so was presented to you by the installation script.
- Your OpenBSD system has already been compromised, in that the audio speakers produce white noise or pink noise, under external control.
Did I understand this correctly? Please let me know. And, I have some initial follow-on questions:
- Did you modify /etc/ssh/sshd_config? If so, what did you change?
- What is the make and model of the router you connect with?
- Does your adversary use the same router?
- Review /var/log/authlog:
- Does the file exist?
- If so, the entries will show access attempts to connect to your system via your enabled sshd(8) daemon. Are there any logs of access attempts, sucessful or unsuccessful, that you did not make yourself?