Zebra Build from source will break on OpenBSD, since codes that openbsd has are sanitized, on the other hand you can apply the following patch to your zebra code and build it.
*** zebra/kernel_socket.c.orig Fri Jul 20 12:00:41 2007
--- zebra/kernel_socket.c Fri Jul 20 12:01:17 2007
***************
*** 58,65 ****
--- 58,69 ----
{RTM_REDIRECT, "RTM_REDIRECT"},
{RTM_MISS, "RTM_MISS"},
{RTM_LOCK, "RTM_LOCK"},
+ #ifdef RTM_OLDADD
{RTM_OLDADD, "RTM_OLDADD"},
+ #endif /* RTM_OLDADD */
+ #ifdef RTM_OLDDEL
{RTM_OLDDEL, "RTM_OLDDEL"},
+ #endif /* RTM_OLDDEL */
{RTM_RESOLVE, "RTM_RESOLVE"},
{RTM_NEWADDR, "RTM_NEWADDR"},
{RTM_DELADDR, "RTM_DELADDR"},
good luck :) if you need any help you can always check out http://www.zebra.org. this project is currently unmaintained if you want another forked version it's available as http://quagga.sourceforge.net