What is an oracle separating IP and PSPACE?
The answer to the question you link contains all the information you need. The multi-authored paper The random oracle hypothesis is false proves the stronger result that IP and PSPACE are different with probability 1 with respect to a random oracle. They also comment that a concrete oracle under which IP differs from PSPACE can be constructed using standard techniques, by which they mean the form of diagonalization used to separate P from NP with respect to a concrete oracle; they do not provide any details, though. Presumably it is a not too difficult exercise.

The meta-question is addressed both in the answer you link and in the paper. I suggest you first read the paper, and then if you have more questions, you can ask them here in this site.