Warning, I'm about to go all technical. From what I know, infernium isn't what they use to make a ship move, as fuel is only used for inter system travel IE: the magic warp drives that go past the speed of light
And the idea of any spacefaring race carrying oxygen on their ships just to waste it to burn fuel is bad ship design at best
Combustion is one of the less efficient methods to retrieve energy, on top of the fact the fuel will now take up a significant portion of your ship to store.
I quote form thy wikipedia!
" Fuel is any material that stores energy that can later be extracted "
The methods you are all concerned about, with need for oxidisers and etc, is just the method the energy is extracted ( mostly from combustion )
For all we know, infernium is just a fissile element, and trust me, fission doesn't need oxygen in any sort to release energy.
I extracted this idea since in the codex, they name the Sabots as using depleted Infernium (
uranium ring a bell)? as the material of choice for the penetrator for it's super high density,
Being a dense and heavy element, this rules out the possibility of it being a light fusion capable element such as hydrogen/tritium/deuterium or helium.
But fuel is diluted meaning it may be stored in such a way that it will not be readily available for a nuclear reaction/criticality to occur as would be good safety practice for standard ship design ;P.