I've also run into this while testing with the DFRobot CM4 Routerboard and Seeed Studio CM4 Carrier Board, both of which run OpenWRT well otherwise. See my current debugging steps here.
Here's dmesg output on boot from the latest snapshot:
root@OpenWrt:~# dmesg | grep brcmfmac
[ 6.865501] brcmfmac: brcmf_fw_alloc_request: using brcm/brcmfmac43455-sdio for chip BCM4345/6
[ 6.889369] brcmfmac mmc1:0001:1: Direct firmware load for brcm/brcmfmac43455-sdio.raspberrypi,4-compute-module.txt failed with error -2
[ 6.901659] brcmfmac mmc1:0001:1: Falling back to sysfs fallback for: brcm/brcmfmac43455-sdio.raspberrypi,4-compute-module.txt
[ 6.917922] brcmfmac mmc1:0001:1: Direct firmware load for brcm/brcmfmac43455-sdio.txt failed with error -2
[ 6.927674] brcmfmac mmc1:0001:1: Falling back to sysfs fallback for: brcm/brcmfmac43455-sdio.txt
[ 11.913882] usbcore: registered new interface driver brcmfmac
[ 12.933667] brcmfmac: brcmf_sdio_htclk: HT Avail timeout (1000000): clkctl 0x50
Nothing shows up for wireless:
root@OpenWrt:~# iw dev
root@OpenWrt:~# wifi status
{
}