I had a clogged ear for a few days then decided to do the peroxide trick to no avail. Just to be sure, you let it soak in for 30 seconds to a minute then rolled over to let it drain back out, right? "My" problem ended up being in the inner ear and took two ENT's to find the problem. If you can't get the wax out with the home remedies, I'd go to an ENT and hope he/she can find the problem or at least help get the wax out.
I would sure try an oil over a peroxide, but what I'd really do is try sleeping on a hot-water bottle on that side to see if the wax can warm and get loose and roll out, or the swelling will ease.