There are a number of paradoxes in this poem by Emily Dickinson but no true oxymoron. In the first stanza, the idea that death "kindly" stops for the narrator when she could not stop for it is paradoxical, because if she couldn't stop, that implies she didn't want to, yet she finds kindness in Death's unwanted overture. The idea that Immortality, an abstract and overwhelming concept, could be a passenger in a carriage is also a paradox. It may seem paradoxical to say that children "strove" at recess "in the Ring" because it sounds as if they are fighting, not playing, which is the purpose of recess. A house cannot logically be a mere swelling of the ground, and a "Cornice," part of a roof, cannot be "in the ground" under normal circumstances, so these images seem paradoxical. Finally, in the last line it is a paradox to equate "Centuries" of time with a "Day."
Although many paradoxes exist in the poem, none of them is an oxymoron. An oxymoron must be two adjacent words that are contradictory. For example, if the poem had used the term "underground roof," that could be an oxymoron, but since the words "Cornice - in the Ground" are not two adjacent words, they are not an oxymoron; they are simply a paradox.
The first stanza contains a paradox:
Because I could not stop for Death,
He kindly stopped for me;
The carriage held but just ourselves
Death is in the carriage with the speaker, but so is "immortality," which is usually considered to be the opposite of death. How can you have both "death" and "immortality"?