I assume you mean by Oxygen Unit, you mean a small Portable Oxygen Concentrator, not tanks or a large unit?
If so, then talk to the Airline first and see what their rules are for use on the plane and if some type of power will be available for recharge (maybe you would need to upgrade to a premium seat to get something other than USB charging). Also if you do not have the unit, insist that it can be recharged using either 110V or 240V, a dual voltage unit, so all you need in Europe is an adapter, not a converter. Other than that, should not be too much different than a CPAP unit or other portable medical device.
Addition: While a new unit would be dependable, not sure how critical it is for you of course, but at least have some type of plan as to what would happen if the unit broke, you dropped it, stolen? Can you get by without it, is a similar unit available there? Not sure, I just tend to think of contingencies for critical needs (eyeglasses, dentures, medication)