In step 2.4 miniupnpc-1.9.20150206.tar.gz does not include miniupnpcstrings.h and it looks for this file on make. So You have to create the file and put in something like:
/* $Id: miniupnpcstrings.h,v 1.3 2009/06/04 09:05:56 nanard Exp $ */
/* Project: miniupnp
* http://miniupnp.free.fr/ or http://miniupnp.tuxfamily.org/
* Author: Thomas Bernard
* Copyright (c) 2005-2009 Thomas Bernard
* This software is subjects to the conditions detailed
* in the LICENCE file provided within this distribution */
#ifndef __MINIUPNPCSTRINGS_H__
#define __MINIUPNPCSTRINGS_H__
#define OS_STRING "OpenBSD/4.3"
#define MINIUPNPC_VERSION_STRING "1.3"
#endif