how are you transporting the Oscar? If it is in a large see-through plastic bag then I would float the bag in the tank for half an hour. mace fish tours supply of fish in bags so is easy to add them to an aquarium, you should really try and add them slowly so the water they have been transported them, matches the aquarium water. If there's a big difference between temperatures, it can be a shock to their system. But, if you have transported the fish in a container such as a bucket, you haven't really got a lot of choice but to just place the fish straight into the tank.
Two things could happen, either they will accept it and it will be perfectly okay, or they might start picking on it. Sometimes this behaviour doesn't last very long and everything settles down and they all get along just fine. However, you will have to keep an eye on them just in case things to get nasty. We wouldn't normally advise keeping three Oscars together, but you say you are rescuing it.fingers crossed everything works out okay.
You are going to have to keep a very close eye on your water conditions, I too have a 125 gallon tank with two Oscars, four Clown Loach, and once small Central American Cichlid. My nitrates reach between 20 and 40At the end of the seven-day period.
I have two external Eheim canister filters that are extremely efficient so I don't get any ammonia nitrite. The problem with not having good filtration is you may get ammonia or nitrite building up in the water. You must keep an eye on things
