My oat milk is too watery
Here are the ingredients that the manufacturer’s website gives for Oatly Full Fat:


  Oatmilk (water, oats), low erucic acid rapeseed oil. Contains 2% or less of: dipotassium phosphate, calcium carbonate, tricalcium phosphate, sea salt, dicalcium phosphate, DHA algal oil, sodium ascorbate (antioxidant), tocopherols (antioxidant), riboflavin, vitamin A, vitamin D2, vitamin B12.


I doubt that you can get the full-fat flavour or texture without adding fat. 

The question then becomes how you keep the fat in an emulsion with the water and oats. As the use of heat has been suggested in comments, I would suggest experimenting with making a roux of the oil and fine ground oats and proceed as though making a thin white sauce.