On Linux, Firejail (https://firejail.wordpress.com/) offers an easy way to sandbox web browsers and other programs.
Is there an easy way to sandbox a web browser on OpenBSD ?
(reserve question: is there a non-easy way ?)
Some developers are working on a sandboxed version of Chromium. I don't know if there is a public diff or not. With pledge and unveil, they can limit the syscalls used and the directories viewed by Chromium.
Firefox only uses pledge, so it has not whitelisted/blacklisted directories.