Heathrow to Oxford: direct coach or rail with a change?
The most important fact is simple: there is a direct coach from Heathrow to Oxford, but there is no direct train. The Airline coach runs between Heathrow and Oxford 24/7/365. Rail can still work well, but it normally means travelling via London Paddington or another interchange before continuing to Oxford.
That difference matters after a flight. A rail journey may feel faster on paper for part of the route, but a direct coach can remove station changes and luggage handling.

