As mentioned, OpenBSD's `dd` command doesn't support `status=progress`, but it does respond to `SIGINFO`, emitting the current progress/status.  So if your shell is configured for it&sup1;, you can use control+t to send SIGINFO and see how `dd` is progressing.

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 &sup1; you might have to use "`stty status ^T`" in your startup file since it might not be the default