I believe he's using neither of those as oxidizers and rather GOX, I believe....
GOX is O2! GOX == Gasious Oxygen. It is pressurized oxygen, which is a poor candidate simply because of the difficulty of getting the mass flow rate high enough given that it's a gas. GOX may be fine for a demonstrator bolted to a lab bench, but not so fine for a flight motor. LOX (Liquid Oxygen) is the better of the choices for O2, as the density is far higher than GOX at any sane pressure, but of course has its own (numerous) issues. N2O is used by amateurs since it is a self-pressurizing liquid. As such, getting the mass flow rate sufficient for rocket propulsion to deliver meaningful thrust is no big deal. Being a monoprop, it is also comparatively insensitive to O:F ratio which makes the design and firing conditions much less critical.
But of course, N2O has its own issues. Being a monoprop and being VERY sensitive to contamination with most anything oxidizable, it can go monoBOOM. It can do so in the gas phase as pure N2O. It can do so in the liquid phase if contaminated with most anything that can be burnt. It is also a minor solvent... Hopefully you get the picture. A very clean flight tank is required, along with careful consideration of any materials the N2O could potentially come into contact with.
N2O is a COMPRESSIBLE liquid, which is uncommon. N2O decomposes exothermically if you get it to about 600 degrees. It can do so at (I've read) as low as about 150C if sufficiently contaminated with the wrong stuff. Now think about that compressible part... Recall PV=nRT? It doesn't take a whole lot of compression to raise the temperature a fair bit. Plumbing, valves, water hammer... That's blown up stuff before.
Unlike most anything else we might use for rocket propulsion as amateurs, N2O actually IS an explosive under the right (wrong) conditions. That's why I'm harping on the safety issues. N2O looks superficially so safe, and used correctly, generally it is. But it is not truly safe.
Safer in some ways is nitrox, but it isn't among the oxidizers we can use under NFPA 1127. We're limited to N2O under those rules. Otherwise it is Class 3 I presume. Nitrox is a mix of N2O and O2. The O2 dilutes the N2O sufficiently that the N2O can now no longer generate enough energy exothermically under decomposition [2(N2O) -> 2(N2)+O2 + heat] to warm up the mix sufficiently to propagate the decomposition. So, it can no longer explode, at least in uncontaminated form. It can be made to rupture a tank under overpressurization just like any high pressure gas or liquid but that is a different beast than a detonation. Our solid propellant motors CATO via overpressurization. A pipe bomb detonates; it is much more violent. Nitrox is also a superior oxidizer, is mildly cryogenic, and self-pressurizes to a higher pressure allowing greater combustion chamber pressure therefore greater ISP.
Nitrox is what you might get at a dental visit or in the hospital. The O2 was added to help prevent the chance of asphyxiation.
N2O can be diluted with other gasses such as He or N2 or some other inert gas, to also render it not detonatable in the absence of fuel contamination. But N2 isn't so useful for rocket propulsion, and though He is light, and perhaps interesting as it could probably be used as an auxiliary pressurant, it is not chemically useful. So IMHO Nitrox is a better choice for the diluted N2O options.
Believe it or not, CO2 can be used as an oxidizer in a hybrid [heat + 2(CO2) -> 2(CO) + O2, the heat coming from the combustion of something else with the O2]. Too bad performance is mediocre as decomposition is endothermic, and it is very picky of O:F ratio and the type of fuel. Otherwise, that would be about as safe a self-pressurizing oxidizer as we could get. Until it is burned of course... Then, not so safe.
Gerald
PS -
https://farm4.static.flickr.com/3590/3541796526_eb22fa25bb.jpg There was a much more spectacular one I was looking for, which turned the flight tank to confetti, but I couldn't find it.