^ The OP did say "an oxycodone" meaning that it can't be a HUGE dose, as even ER medications that I'm currently aware of don't exceed 80mg, and if (s)he was getting in with those, I don't expect that the OP would be terribly opiate naive - leading me to believe it's between 5-10mg of oxy. Combined with a therapeutic dose of NyQuil / pretty much any decongestant like that, I don't see much issue. Only problem I can see is if someone used a DXM-containing product while using an SSRI/SNRI or other AD/AP causing a negative reaction.
Again, this advice is based on the (yes, poorly made perhaps) assumption that the OP is taking rather low doses of each substance.
Otherwise, yes, either single chemical not even combined with anything can kill in large enough amounts.