Step 1: Go to settings --> advanced settings --> battery manager --> protected apps, then find the app you don't want to be killed, and "protect" it. This is essentially "whitelisting" the app, aka telling Oppo, "hey, this app is useful, please don't kill it."
But that's not enough. Oppo's software will still kill the app unless you take two more steps.
Step 2: Go to settings --> apps --> advanced --> ignore battery optimizations, then find the app and ignore it. Don't be tricked by the misleading wording, "ignoring" the app actually means allowing it to run, because you're telling the battery optimization function to "ignore" that app.
Step 3: Go to settings --> notification panel & status bar --> notification center, then find the app, then activate "allow notifications" and also "priority display". You have to activate the priority part too to make sure you get notifications. I've tried just activating allow notifications but not priority and I still didn't get notifications from that app.
Step 4: This is going to sound absurd to you if you've never used a Chinese phone ... but you basically have to lock the app in the "recent apps overview" panel, so that it is essentially always running in the background (don't worry, modern smartphones have enough RAM to be able to keep a couple of apps running at all times without bogging down). To do this, open the app from which you want to receive notifications, hit the square (aka 'app overview") button on the navigation bar, then pull down on that app to lock it into place. From here on out, even if you're "clearing all apps," the ones you've locked will remain.
You have to complete all four steps to ensure you get full notifications from that app.