So things improve bit by bit. Jezabel will now come into Oscar's room and hang out as long as he is asleep in there. She will sniff his tail and wander around the room and try and eat his food...lol
This morning Oscar was asleep on the bed in his room and Jezabel jumped on the bed and sniffed his head...gave a great big yowl and butter off....but no aggression at all so baby steps. Oscar has explored all the house now and when he is out and about Jezabel will jump up onto the windowsill and watch from there as he wanders around...she doesn't hiss at him as he does this or seem pissed but if she jumps down to go somewhere else in the house and they accidentally meet coming around a corner she flattens herself yowls and runs away!!! I think the way he stares freaks her out as she expects him to bow down low to the Queen of teh house and she just sits and stares at her.
It hasn't caused any behavioural problems on her end either...no spraying/marking...she's just her normal self so I think it just needs to click in her timy brain that Oscar isn't going anywhere.
Some people have said at this stage I should go back a step and close Oscar's door again so Jez cannot see him and others say just let them get used to each other which is sort of what I had planned to do. I think if there was aggression I would def go back to the beginning but it's not aggression just curiosity and running away...hahaha