I've been exploring "weird" approaches to health improvement (including weight loss) for years.
In response to your post: it's not necessarily the case that more oxygen will lead to positive outcomes. Respiratory illnesses like asthma and sleep apnea can be caused by overbreathing/hyperventilation. The lungs need to maintain a certain level of CO2 in order for oxygen to be properly absorbed into the blood, and where this hyperventilation happens, the CO2 drops too low, blood oxygen drops, and the impulse to overbreathe is further exacerbated.
If you're looking at oxygen/CO2 levels as a potential means of improved weight loss, look into the Buteyko Breathing Method, which teaches you to breathe so that your oxygen and CO2 stays in optimal balance.
Another big thing to look at is metal toxicity; mercury, lead, aluminium, cadmium, as well as bio-unavailable forms of iron and copper are the most common.
It's worth investigating if these are present, and look at natural ways of removing them. I'd avoid chemical chelation, but moderate use of saunas, and natural detoxifiers like cilantro are worth considering - though seek professional advice before undertaking any such approach.
Other than that, I've lost about 5-6 kg in the past few months, just by ensuring I walk plenty each day (7000 steps works for me), and keeping my sugars/carbs down so that I'm just in very-mild ketosis in the morning and the evening. There's nothing extreme about it; I'm not avoiding anything altogether and not feeling at all deprived, just ensuring I'm burning off more than I'm storing each day. (Regular barbell/dumbbell sets through out the day can help with this too, especially if you're not able to walk that much.)