From that dmesg, I see nothing visibly wrong with the Atheros Wireless, can you describe the problem in more detail?
As for audio, newer video cards tend to be dual-function and include an
azalia(4) sound device.. this is for audio-over-HDMI, but it's not currently supported by OpenBSD, so it detaches, and your second card becomes the first
audio(4) device.
Azalia is complex hardware, it's not like the simpler generation of a few years ago, and some fiddling around in
mixerctl(1) is necessary, as there is no "default" for all devices, Jacob Meuser on the mailing lists often describes these issues, so be sure to read some of his posts, or mail him directly.