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I am sorry but you don't have a case against anybody except the person who retained your bag.
Nobody is liable but them.
Oxford station are not liable because they did not cause this loss.
Come what may, you lost the item and it's contents. These things happen but it is not the fault of the venue.
I'm very sorry but that is a reality.
Venues are not liable unless they actually take possession of goods and therefore become bailees.
Can I clarify anything for you?
You could make a subject access request I suppose.
But that will only show that somebody has removed your bag. That is no use unless you can identify the person.
To be wholly honest, I'm afraid this is likely to be wasted effort.
A subject access request (SAR) is simply a written request made by or on behalf of an individual for the information which he or she is entitled to ask for under section 7 of the Data Protection Act 1998 (DPA). The request does not have to be in any particular form.
It does have to be made to a public body but you could argue the underground is.
I'm happy to continue with this but please rate my answer.