Okay I realize the big pitfall that was never explained properly. I highly urge people to follow this if you ever want to use EF with Oracle and you're using another schema.
The pitfall is that since we introduced oracle's schema convention to the EDMX, there was no way of knowing how volatile the mappings would become. The reason why this was never a problem for microsoft is because there is no such thing as a schema in SQL server. To implement two databases in the same edmx file, there is some visible prevention that inhibits you from adding any tables whatsoever. After we introduce schemas, it becomes very fragile.
So what you have to do is follow the steps of adding the schema (as I explained in the question). Going to Filter tab, adding the schemas that way, and clicking the Update button.
Once that is applied to the server explorer, the edmx will have access to adding the tables from that schema. When you do, the EDMX has recollection of the schema embedded in its file. So if you ever do close visual studios, and reopen and run the project, it will still work.
Here are the few tips you want to AVOID: Do not rename any of the entities and the columns (properties), even though it makes your code more readable. That's the first uh-oh. Since the mappings are very volatile, if you happen to mess up, remapping everything back again will be a chore.
The second uh-oh, is when you close Visual Studios, reopen it again, forget to reinclude your schema in Server Explorer, go to the edmx and do "Update model from database" to include anything else (but most importantly.. EVEN IF YOU DON'T DO ANYTHING) and you click OK, your model will still update regardless of non-changes, lose all the mappings that you previously made. That is what I mean by the maps being volatile.
In case that happens, and you didn't do the first uh-oh of renaming entities or the properties.. is to delete all your entities already there, and re-add them again.
The reason why you want to delete all the entities is because adding new ones with the same name will add a new entity with the same name + a number. So something like entity of Customer will still be there, adding the entity again will create a new entity called Customer1.
Sigh.