OpenBSD begrudgingly made an exception for LLVM/Clang, after vocal opposition to the re-licencing. It currently uses LLVM/Clang 13 and has been making progress towards 15. Licensing is not the problem here. Most of the sanitizers are simply not enabled in the version shipped in base, and require runtime libraries that have not been ported to OpenBSD.
Valgrind exists in ports, but it is ancient and broken. It does not play well with various security mitigations.