Thank you for your replies so far.

Interestingly enough, killing off stateful
filtering seems to have done the 
trick.

The router happens to be running BGP
along with another couple of OpenBSD boxes 
also running BGP.  


After much
extensive digging, I eventually found this little paragraph from 
Claudio
Jeker hiding deep in the internet.......


"I generally do not filter on core
routers because of the asymetric
routing. Stateless filtering works OK to
block the martians and other
unwanted traffic at the boarder but keep the
ruleset as minimal as
possible."  Claudio Jeker  Sat, 30 Jan 2010 05:01:26
-0800

So thank you Claudio !  :)


Perhaps I can humbly suggest that the
powers that be consider adding this sort 
of useful information
to the FAQ or
docs, because it would have saved me many, many hours of 
frustration and
confusion.
At the moment, the FAQ and docs are written from the point of view
of a 
single-homed stub system with a
simple default route to an ISP router.
It would be nice to see more 
consideration for more advanced
applications of
OpenBSD where stateful filtering might not be such a Good Thing 
(TM) as the
docs and
FAQ make it out to be.


Also, while I've got your attention.
There's not much information at all as to 
the benefits/disadvantages
of using
sloppy states vs no states.

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