I cannot answer your question, except to say that my sax teacher (teacher of sax, clarinet and flute for at least 25 years) decided last year to take her oboe grade 1.
She said she found the whole thing quite hard. Her musical ability is exemplary, but her struggle with a new instrument gave her a re-freshed insight into the struggles of students going into exams.
As far as I know, she hasn't progressed to grade 2!
The oboe is one of the most difficult woodwinds to play well. There is almost no transfer from saxophone in terms of embouchure and tone production since the double reed, double lip aspect is so different. There is some transfer where fingering is concerned, but there are several differences that can be confusing. For example F# on the oboe is fingered the same as F natural on the sax. The 3rd space C is fingered the same as 1 - 1 Bb on the sax, and the low C and Eb pinky keys are in the opposite order as they are on the saxophone.
From people I've known the two common double-reed instruments (oboe and bassoon) have a reputation as jbt says of being difficult instruments to master. The air flow for the oboe is tightly controlled and oboists actually have to make sure they exhale the stale air.
If you take it up, you will find plenty of bands and orchestras keen to have you - oboists are in demand.
I had a blow on one once. The result was rather like someone slowly pushing a piglet, snout first, onto a belt sander.
I guess it's all finger co-ordination, but the lips stuff is plain weird. Mind you, I'm one of the few sax players I know that really struggles to get even a note our of a flute, though someone once told me that's coz I started life as a trumpet player. Not as in, right out of the womb you understand, as that would have been a) painful for mother I'd imagine, and b) both surprising and irritating for the Midwife.