__STDC_NO_THREADS__ not defined by clang, while there is no threads.h

This seems to violate C11 standard (see https://en.cppreference.com/w/c/thread), which says
"If the macro constant __STDC_NO_THREADS__(C11) is defined by the compiler,
the header <threads.h> and all of the names listed here are not provided."
and leads to various issues such as
https://github.com/numpy/numpy/issues/18179

The clang/llvm project appears to deal with this on per platform basis.
I am not sure whether this is an OpenBSD bug, or the upstream Clang bug, though.

Dima