Could you air fry oxtail?
As @brhans mentioned, standard air fryers have a drip basket and by their very design will not hold a sufficient quantity of liquid to submerse an oxtail, which is an essential part of cooking such a tough joint successfully. 

Oxtails are generally braised or stewed over a very long period to break down the meat fibres, the stock or liquid helping to keep the meat moist. Air frying will rapidly dry the meat out, and most of the fat will render out as part of the cooking process.

The best solution would be to find a small Pyrex or heatproof dish that fits inside your air fryer, brown the meat uncovered first, then add some stock and cover with a well fitting lid or some securely fixed foil. Provided you have at least a cup or two of stock in there (the oxtail doesn't need to be covered), this would be closest to the traditional method. You could always top the level up during cooking if required.