Firstly, I must commend you for taking control of your treatments by requesting oxygen. Too many of us see a problem, feel intimidated by the treatments and/or professionals, and then don't speak up. Good on you!
As to nausea, and from what I understand, some people do experience it and, when they do, it often is when the dose and/or area is increased. One thing which you might try to do is to eat several light (easy to digest, non-greasy) meals during the day, instead of a few, heavier meals.
Wishing you a productive discussion with your radiation oncologist!