I think you're exaggerating Buddy's commitment to his oath. Since Rox is dead, Buddy doesn't seem to be overly burdened by that owe since there's no one around who can call him in for that debt. But he seems to enjoy playing the noble man in front of Vinny, although no oath prevents him from punishing Quinn for the slightest mistake, as we saw in previous episodes. He tolerates her because she is useful. If Rox had been around, Buddy would have sticked his tongue up to his own arse. “It’s snowing, Rox, relax, it’s snowing.”