Oil does not free a link that has been twisted.
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I think, though, that your most likely culprit is a tight link, this is very common.
If you make a bad change, like uphill and with lots of weight on the pedals, the chain will twist and the result will be that a link binds slightly at that point.
When the stiff link goes through the derailler, it will cause it to jump and kick the chain, which is enough to jump the chain from the teeth of the sprocket.
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This is not always easy to spot, to do this, stand the bike upright and set your gear so that the chain runs dead straight from your chainring to your sprocket, it’s best to do this on the inner chainring for a double chainset, or the middle chainring on a triple chainset.This will mean you will have to select probably the fourth sprocket in.
Now stand at the side of your bike, and steadily wind the pedals backwards, don’t go mad, just a nice steady even pace, quite slowly.
Whilst you do this, observe your derailler, it it kicks just slightly, the chances are that you have a stiff link.
If you are sharp enough you might just see the kink in the chain, the link moves one way and then is moved the other way by the derailler jockey wheels.
You can do things like use a drop of nail varnish to mark where you think the stiff link is, it helps when you look even closer to observe exactly which on is doing it.
There are a couple of ways to solve this, you could fit a new chain, which is what you did, and what I think solved your problem first time around,
If you know your way around a rivet extractor you can clamp it on the offending link and push the sideplates a teeny tiny bit, but you really have to know what you are doing.
or,
You could take the chain off, find the stiff link you already marked, and twist the chain at that point.
If the sprockets and chain have less than a cuople of thousand miles in them this would be my main suspect.
These index gears unfortunately encourage folk to change gears when pressing hard on the pedals, before index levers you had plain old friction levers and you had to back your weight off a little to get a smooth glitch free change, or predict when you would be likely needing to change gear so it didn’t happen in the first place.