"...we just added a few drops of dexamethasone to his oxygen...."
Dexamethasone 3.3 mg/ml Solution (click here) for Injection may be administered by intramuscular, intraarticular or direct intravenous injection, intravenous infusion or soft tissue infiltration. Intravenous and Intramuscular Administration: IM or IV dosage of dexamethasone is variable, depending on the condition being treated.
I think he ran some sentences together. He is probably talking about drops in oxygen that brought Dexamethasone into use as a therapeutic.
There is no inhalation therapy for dexamethasone. I am sure they aren't flying by the seat of their pants.
I think I misheard him. He was talking quickly.