How make boot loader or kernel on USB stick use another device as root FS, e.g. a BIOS-unsupported PCIe NVME SSD?

Hi, so, this question sprung from the previous email however it's a big
one and so deserves to be addressed separately:

If a machine's BIOS does not support booting from a particular boot
medium where OpenBSD is installed, e.g. my BIOS does maybe not
supporting booting from PCIe NVME SSD:s, but it does support booting
from USB memory sticks.

For such situations, how can I create an OpenBSD USB stick boot disk,
that continues the OpenBSD boot process for me but from the PCIe NVME
SSD-stored crypto softraid?

This could be done either by

* The OpenBSD kernel being stored on the USB stick, loading from it,
and then using the PCIe NVME SSD as both root disk, swap disk, and
dump disk, or,

* The OpenBSD boot loader which is stored on the USB memory stick,
would load the OpenBSD kernel from the PCIe NVME SSD.

This should be a fundamental and trivial usecase to OpenBSD, however,
last time I tried (then with adding a "boot" command to boot.conf per
http://man.openbsd.org/boot.conf ), I think it not worked out of the
box.

Please let me know how to do this.

Thanks!
Tinker