Firstly, welcome to oscarfishlover
It isn't uncommon for new and young Oscars to be very timid and shy in their new environment. However, this type of behaviour doesn't normally go on too long. I would please ask you to first at your water for an ammonia, nitrite, nitrates and pH. Could you also tell us if you cycle the tank before putting the fish in? We obviously have to rule out water conditions for being the cause for your fish behaving the way it is.
If the water checks out okay then that's is great. I would advise you to leave the lights off all the time at the moment. I shy Oscar will prefer being in the dark a lot more than if the lights are on illuminating the tank up. Have you put anything in the tank for the Oscar to hide behind? This is always a very good idea, fish will look for place to hide, if they can't find somewhere, they might get stressed out which won't help the situation.
You said that your fish did actually eat a beetle when you are not looking. This is a good sign, obviously the fish does want to feed, just not when you are around, he obviously feels threatened. However, he must get used to you feeding him, the best thing to do is spend a little bit of time with him every day, maybe half an hour. And then a bit later on, try and feed him. If he is still frightened, just leave it like that. What you could do is make him hungry, Oscars often put food before everything. If he is extremely hungry, he might just forget that he is frightened of you and start feeling okay. It is worth a try. However, I think the best thing to do is just let him settle in for a few days, I'm sure he'll come around.