I went through doctoring h@!! on my way to being diagnosed with MG, and the ER h@!!, so I know what you mean. That's why being knowledgeable and talking their talk really helps.
Taking photos of an oximeter you have on your hand helps too! Recording readings and photos, then they can't deny the evidence. Maybe with a ring on the same hand so they know it's your hand. I swear, these doctors need solid proof or they don't believe their patients.
As long as you use the oximeter as a useful tool and not in a way that might drive you batty by looking at it all the time, it's a very good idea.