If you want to use an oxymoron to create a name, you must first know what the oxymoron means. Its meaning is like an antonym. Two words are linked together to form opposite meanings, just like the 'spear and shield' in the contradictory concept. Therefore, I think as long as the two words you choose with opposite meanings sound good together and have a certain meaning, then it will be fine.
For example, the name of a female classmate of mine in junior high school was derived from the use of contradictory ideas. Her name was "Shu Biying". It seemed like there was nothing wrong with her, but the homonym of her name was "loser must win". If she loses, she must win back. This name suddenly became much more domineering. Losing and winning are contradictory in themselves, but adding the word "must" in the middle makes them perfectly linked.
Therefore, when you conceive a name with a contradiction, you don’t have to put it into the name according to the contradiction font itself. After all, some characters are really not suitable to be used as names. You can use homophones like my classmate, which means the same thing, and it can also sound nice and have a lot of meaning.