Neal was never in Oz. That was pretty much confirmed in 313, Witch Hunt, when he did not know about flying monkeys or that Oz was a real place.
I don’t believe that it was established that he hasn’t been to OZ. When Reggie said it was a flying monkey that attacked them, Neal said: ”Ok, you’re acting like this is normal”, meaning Regina wasn’t surprised to see them in the EF. Neal could have been surprised to see them in the EF. Doesn’t mean he didn’t know about them or know about OZ.
Guess we’ll have to agree to disagree because that’s not how I read the conversation.
Grumpy: If I didn’t know any better I’d say it was a monkey
Regina: that’s exactly what it was
Neal: Ok, you’re acting like this is normal.
In other words, the whole concept of a flying monkey is not normal–an aberration with which Neal is unfamiliar. And then Belle has to say that it is normal, just not here. To me Neal was shocked at the whole idea of a flying monkey, not the idea that the monkey was in the EF.
Neal knows about Oz culturally (red slippers which were only introduced in the 1939 movie) but not practically or else he would have known that flying monkeys exist in Oz for real.