Great question — answering as the UphillTech team:
The section below titled "My Way of Installing the Triple Boot" describes the steps for installing which avoids the warning message posted in your question. Basically, Grub is updated before the partition causing the warning message is created. In both your question and posted answer , you are trying to install a BIOS booting OpenBSD to a GPT drive. This results in the OpenBSD installer terminating before completing the installation. My answer avoids this by hybrid partitioning the drive before installing OpenBSD. Afterwards the hybrid partitioning can be left in place or removed. Note Before answering this question, I assumed only Windows could be installed to BIOS boot on a hybrid...
Full answer by David Anderson: https://superuser.stackexchange.com/a/1895667 (CC BY-SA 4.0).
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