First thing is to check if they're both on the same MIDI channel. If that seems OK, I'd try a different cable and a factory reset.
I believe that I've set it up correctly in the 'Utility' menu, not sure though :/
How would I go about setting the Oxygen 8 v.2 to the same MIDI channel? I've always just plugged and played.
Perhaps that's the problem. If I find out how to assign both correctly, I'll give it a shot