I know the whole oxygen business is tough! That's the biggest thing these preemie babies are working on because they are not meant to be using their lungs at all and yet we are making them breathe for 1, 2, 3, 4 months outside of the womb when they're not supposed to be. They are little fighters and we are asking a lot from them!! Remember that
Here's my little boy's oxygen story: He was born at 26+3 and was only intubated for about an hour. He was then put on the high flow nasal cannula after that, I'm guessing around 3 liters. About a week later he was just worn out and was then put on the nasal cannula ventilator and was on that for 2-3 weeks, but was always breathing over it. Once he got off that he jumped a bit between CPAP, high flow and low flow and then he was completely taken off all oxygen at around 33 weeks. About 2 days later, he was desatting quite a bit so they put him back on low flow. Then at 34 weeks he was again taken off all oxygen support and this time he stayed off it. He came home from the NICU at 41+1 (8 days after his due date), mainly due to feeding issues. But once he was taken off oxygen finally at 34 weeks, he never had an issue with breathing again.
Make sure you do LOTS of kangaroo time! This helps a TON with baby's breathing. Once the hospital let me do kangaroo care whenever I wanted, my LO's breathing improved significantly. Also, my LO always had a fast heartbeat so we didn't start feedings with him until he was around 36 weeks. I feel like this helped a lot because by then he had his breathing down really well, and wasn't still trying to figure out how to breathe while additionally figuring out how to eat. My LO excelled when he could work on one thing at a time.
Just be patient. It sounds like you have a little fighter and from the little information I've gathered from your post, I highly doubt your LO will be coming home on oxygen. You can also talk to your doctor about it. Our NICU rarely had babies go home on oxygen. Hang in there mama.