I have noticed another bug whilst using an eXist data source from within oXygen.
If you open a file from the database, the file is (correctly) locked and any other users that try to open the file are notified of this. However, if you then save the file to your local machine (save as) and continue working on a local copy, the file on the database remains locked.
You can work around this by re-opening and closing the file on the database, but it is very easy to forget to do this.
Having trouble installing <oXygen/>? Got a bug to report? Post it all here.