Huh. All my Docs, back in the day, were boots, and I always assumed that oxfords wouldn't be as bad to break in. It's hard to know whether your problems are related to the leather still being really stiff and needing to relax, or whether there's a fit problem that's not going to improve.
Did you wear them all day? I've learned that no matter what the shoe, I always start by wearing them around the house for an hour or two, then only part of a day, before I wear them a whole day at once. And the stiffer the structure is, the longer it takes for it to loosen up.
I assume at this point you can't return them, so there's nothing to be lost by letting your feet heal up for a few days, then wearing them around the house for a while and seeing if the situation improves. Maybe an additional insole will help.