Talk of oxygen, say (3)
I believe the answer is:
gas
I believe this is a double definition.
'talk' is the first definition.
(gas can mean to chat)
'oxygen say' is the second definition.
(oxygen is a kind of gas)
'of' acts as a link.
(Other definitions for gas that I've seen before include "Form of fossil fuel" , "16 (US)" , "Fuel; idle talk" , "Nitrogen, say" , "Possibly noble" .)