Benzodiazepines, alcohol or oxycodone are rarely fatal in overdose because they do not produce respiratory depression (or do so in extraordinarily high doses). But the risk increases when combining two substances, and even more mixing all three

It is very difficult to know exactly what is the dose above which the risk is elevated. They are drugs with different pharmacological properties. Weight, sex, age and tolerance are also factors to be considered.  Low-dose combinations probably does not  increase the risk of death, but uncomfortable adverse effects (such as amnesia) are very likely to occur.

In a series of 575 deaths attributed to oxycodone in Sweden between 2006-2018, the most commonly detected drugs were benzodiazepines (70%) and alcohol (50%). Another similar study found the same association between the three substances, with alprazolam (Xanax, Trankimazin). In this series, these appeared as   as the benzodiazepine most associated with oxycodone poisoning deaths.

There are anecdoticar reports of cases of death caused by  the combination of oxycodone and clonazepam at high doses 

https://pubmed.ncbi.nlm.nih.gov/15831018/
https://pubmed.ncbi.nlm.nih.gov/8064265/
https://pubmed.ncbi.nlm.nih.gov/12762549/
https://pubmed.ncbi.nlm.nih.gov/35306392/