Need to somehow get the Oklahoma City/Norman area voting like Austin. It's not totally crazy, but it would probably take a couple decades.
Tulsa would also need to swing substantially to the left. Even then, those rural areas will be very tough to overcome. Admittedly, Oklahoma is probably close to maxed out for the GOP, but I still expect it to be one of the 5 most Republican states in the country for quite some time. As OP said, it's just so, so conservative in almost every way.
It has the two worst combinations possible for Democrats, it is part of the Great Plains and it also partly Southern in the Southeast. Back in the day having Little Dixie in the state benefited Bill Clinton and Jimmy Carter.