The solution:
Code:
# $OpenBSD: syslog.conf,v 1.20 2016/12/27 13:38:14 jca Exp $
#
# --- relayd messages in separate log
# Logfiles already have to exist with the correct permissions
# syslogd does not create them for you!
!!relayd
daemon.info /var/log/relayd
!*
*.notice;auth,authpriv,cron,ftp,kern,lpr,mail,user.none /var/log/messages
kern.debug;syslog,user.info /var/log/messages