Here's the complete list of drivers needed to establish recent eXist 1.2.5+ and 1.4.x builds to oXygen as a data source (via oXygen's Options -- Preferences -- Data Sources -- Data Sources -- eXist -- Data Sources Drivers):
- exist/exist.jar
- exist/lib/core/xmldb.jar
- exist/lib/core/xmlrpc-client-3.1.3.jar
- exist/lib/core/xmlrpc-common-3.1.3.jar
- exist/lib/core/ws-commons-util-1.0.2.jar
source: Mailinglist
For the older eXist 1.2 versions the instructions are found here and here.