We are failing to communicate.
The primary server (ftp.openbsd.org) supports HTTPS. And it works for me from here. It may be blocked for you.
But you should not use it. Select a different server. Choose one that is nearer to you.
There are 47 servers that support HTTPS. One must be closer to you than the primary server.
There are 20 servers that support HTTP, 49 servers that support FTP, and there are 42 which support RSYNC.
Please use a server nearer to you.