No, He Kumulipo (a source of darkness, origin) is a kind of mythical creation void from which everything was made. In some respects this idea is similar to the Christian creation story.

The link below takes you to a website with details of He Kumulipo:

Noting the use of the word "created" in the question, there can be only one answer. Creation speaks of the point at which anything begins to exist, so the answer is one of faith, not science. As such, God created oxygen.

If you happen to be Hindu, then Brahma, via his creation by Vishnu is likely responsible for oxygen.

The Azrec belied it was the godmother Teteoh innan.

The Maya belied it was Kukulkán and Tepeu.

The Finnish tell that it was Ilmater, daughter of Sky.

The ancestors of the Scandinavians, Anglos, and Saxons believed it was done by the gods Odin, Vili, and Vé.

According to the ancient Hawai'ian Kumulipo (creation story) it just happens in a Big Bang/evolution sort of way, up to the point that the four divine beings (Laʻilaʻi (Female), Kiʻi (Male), Kane (God), and Kanaloa (Octopus)), in the eighth wa.

Different ideas have risen throughout the history of man. No one has the market cornered though and respect for all is important.