What you're noticing is probably this: when you first log in, Bash sources the .bash_profile configuration file in your home directory. From there you probably set PS1, right? Unfortunately, for whatever reason, PS1 will not stick when you open another non-login shell from a pseudo-terminal (like xterm or konsole), not even if you export the variable. So you have to set it again. Fortunately, whenever Bash runs as a non-login shell, it sources the .bashrc file. So all you have to do is place your PS1 customization from .bash_profile into .bashrc too. Or (what I do) simply source .bashrc from your .bash_profile:
if [ -e $HOME/.bashrc ]; then
That way you only have to write your customizations once, in your .bashrc file.
The copy/paste thing is a different problem, having simply to do with a difference of mouse bindings between konsole and the OpenBSD terminals. Look around in konsole's options to see if such an option is configurable; it may be, or that may be unsupported. If you really miss that feature, xterm lets you copy by selecting with the left mouse button and paste with the center mouse button. (But unfortunately, xterm doesn't support tabs like konsole does.)