I have dlink 921 C1/C3 with BroadMobi BM806U-E1 GSM/UMTS/LTE USB-mPCIe Module
(Qualcomm MDM 9225) modem (mpci). Can I upgrade this modem to the new one ie class 6 or higher? Openwrt has drivers to support other modems?
Linux generally have support for other modems, if it supports the one you'd
like to buy, is a completely different story
desktop Linux, openwrt is lite a guess
not really, but desktop linux might have more recent kernel and modules, hence wider/better support, and a lot less space constraints.
is dlink 921 C1/C3 have no support for updates any more?
both are supported - https://openwrt.org/toh/start?dataflt[Model*~]=921
Point is Openwrt 19.07 uses a 4.14 kernel, my linux machine uses a 5.10 kernel.
A lot might have happened between those two releases when it comes to drivers
and hw support.
If there's support in main line kernel, it'll (most probably) be supported in Openwrt
as well, but it'll take some time for openwrt to catch up, kernel version wise.