When a reservation is made, the other carrier(s) on the ticket have 72 hours to confirm positive space. Only then will the ticket be issued (or in your case, reissued). That is why UA sends two emails. The confirmation notes that it is not an e-ticket and that your e-ticket will follow.
If you have the new e-ticket from UA, covering the specific segment, then OZ should have honored your ticket and if it did not, your claim is against OZ. If OZ never confirmed the positive space to UA, indeed UA did not (and should not have reissued the ticket.
You are highly unlikely to succeed in claiming reimbursement for whatever ticket you purchased. Your best bet is your travel insurance, but many policies won't cover this situation.
Go back through your emails and you should have that second email from UA (hopefully). But, my best guess is that OZ never confirmed positive space to UA and thus UA never reissued the ticket. If that is the case, OZ properly denied you boarding and UA did not do anything particularly wrong.