[shep]

BTW I have thinked that in OpenBSD xorg.conf.d is in /usr/X11R6/share/X11/xorg.conf.d location, but I have tried with both - and nothing

From Ports Policy

Note: make sure host-dependent files go in /etc or /etc/<name>, but NEVER REPLACE OR MODIFY existing files in /etc. Best to have install place them in /usr/local/share/<name> and then copy to /etc or /etc/<name> only if the files do not exist. If the files exist, display a message that says such-and-such files need to be modified. This also guarantees that the files will be included in the package since everything under /usr/local is included in the PLIST. To handle the copying carefully, the @sample keyword is preferably used within the PLIST. After a package has been installed the contents of pkg/MESSAGE will be displayed if it exists.

The OpenBSD file locations are:

user executables: /usr/local/bin
system admin executables: /usr/local/sbin
program executables: /usr/local/libexec
libraries: /usr/local/lib
architecture dependent data: /usr/local/lib/<name>
installed include files: /usr/local/include or
/usr/local/include/<name>
single-machine data: /etc or /etc/<name>
local state: /var/run
games score files: /var/games
GNU info files: /usr/local/info
man pages: /usr/local/man/...
read-only architecture-independent: /usr/local/share/<name>
misc documentation: /usr/local/share/doc/<name>
examples files: /usr/local/share/examples/<name>

This is specific to OpenBSD. In contrast FreeBSD has a
/usr/local/etc