In case someone lands here from search engines.
I ended up with Behringer U-Phoria UMC204HD.
I had an opportunity to talk to a professional musician who owns this exact device model,
and he says it is a high quality product which will easily cover beginner and intermediate audio needs for 10 years at least,
and he let me test it with my laptop.
He is just a normie not used to nerdy tech but used to plug-and-play out-of-the-box and fancy GUI and made a joke on provincial 19th century OS seeing me typing into and reading from a terminal 😃
With ThinkPad T530 running OpenBSD, UMC204HD works via certain USB ports while it doesn't via certain others. I didn't check which ones exactly, I just plug it into the one that works.
I vaguelly recall this is a known issue that USB v3 may not work and may need disabling v3 support in BIOS.
Then I purchased a second-hand UMC204HD online, so I have tested two devices in total.
I only used single microphone and headphones - these do fine.
I have nothing to say about other features.
I read you need to rcctl set sndiod flags -f rsnd/0 -F rsnd/1
for OpenBSD to automatically switch between built-in and external audio. Yet sometimes it wouldn't work for me. I added a couple more devices, it seems to have helped:
rcctl set sndiod flags -f rsnd/0 -F rsnd/1 -F rsnd/2 -F rsnd/3