I have exactly the same setup as yours and it links to OpenBLAS
correctly (in a venv as well, installed with python setup.py install).
The only difference is that I installed OpenBLAS in the default
folder: /opt/OpenBLAS (and I reflected that in site.cfg).

When you run otool -L, is it in your source tree or do you point to
the numpy/core/_dotblas.so of the site-packages folder of your venv?

If you activate your venv, go to a different folder (e.g. /tmp) and type:

python -c "import numpy as np; np.show_config()"

what do you get? I get:

$ python -c "import numpy as np; np.show_config()"
lapack_opt_info:
    libraries = ['openblas', 'openblas']
    library_dirs = ['/opt/OpenBLAS/lib']
    language = f77
blas_opt_info:
    libraries = ['openblas', 'openblas']
    library_dirs = ['/opt/OpenBLAS/lib']
    language = f77
openblas_info:
    libraries = ['openblas', 'openblas']
    library_dirs = ['/opt/OpenBLAS/lib']
    language = f77
blas_mkl_info:
  NOT AVAILABLE

-- 
Olivier
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