What does a full oxygen cylinder look like?

It is nothing between liquid and gaseous, but somewhat beyond liquid and gaseous, the supercritical state.
If you heat cold liquid oxygen, its density decreases, liquids expand during heating. On the other hand, the density of the gas increases because more and more particles move into the gas phase.
At a certain point, the critical point, there is no difference in density between liquid and gas, the distinction is due. For oxygen, it is 154.7 K / −118.4 °C and 50.4 bar. Oxygen cannot be liquefied by such high pressures above −118° C.

However, it doesn’t matter if oxygen is a gas or a supercritical fluid at room temperature and 200 bar. One should only know that there can be no 2 phases that could cause a swab and that all attempts to liquefy are useless.
It is also possible to call air quite a gas mixture; only pedants would say “mixture of supercritical fluids”.