Provavelmente você definiu PKG_PATH
em algum lugar. Tente isso como root:
unset PKG_PATH; pkg_add screen
Quando eu tento a tela pkg_add ou qualquer outro pacote, vejo:
ftp://ftp3.usa.openbsd.org/pub/OpenBSD/4.8/packages/i386/screen-4.0.3p1.tgz: unsigned package (signify(1) doesn't see old-style signatures)
ftp://ftp3.usa.openbsd.org/pub/OpenBSD/4.8/packages/i386/screen-4.0.3p1.tgz: unsigned package (signify(1) doesn't see old-style signatures)
ftp://ftp3.usa.openbsd.org/pub/OpenBSD/4.8/packages/i386/screen-4.0.3p1.tgz: unsigned package (signify(1) doesn't see old-style signatures)
ftp://ftp3.usa.openbsd.org/pub/OpenBSD/4.8/packages/i386/screen-4.0.3p1.tgz: unsigned package (signify(1) doesn't see old-style signatures)
ftp: local: -: Broken pipe
421 Service not available, remote server has closed connection.
Can't locate object method "errsay" via package "OpenBSD::PackageRepository::FTP" at /usr/libdata/perl5/OpenBSD/PackageRepository.pm line 845.
/etc/pkg.conf contém: installpath = http://ftp5.usa.openbsd.org/pub/OpenBSD/%c/packages/%a/
Tags openbsd