I just got the Diamine sampler recently from Goulet. I did some q-tip tests of them all in my sketchbook, and there was an obvious difference between oxblood and red dragon, but in the pen I can't really seem to tell them apart (Safari Fine). I've gone through stuff I wrote in oxblood and added notes and accents in red dragon and I really don't see much differenece if any. There's a barely perceptible amount of less brown to the red dragon. Just my 2 cents.
My take is Ox Blood is more like dried blood maybe like on a scab, a brownish red.
Red Dragon seems to be a cleaner red.
As was mentioned, you need a wet and wide pen to see some of the differences. With some of my F nibs, the ink color has to be significantly different to see the difference. Your Lamy F nib is like my old Parker M, so with enough ink flow, you should be able to see some shading. It might be that your nib is writing a little dry. I had to adjust both of my 1.1 nibs to give me more ink flow.
Like Steffen, I have a Sheaffer red+black mix in my Lamy joy with a 1.1 nib (adjusted for more ink flow) and the dark red ink looks nice.