Oswald is Jackie's messenger owl. He has also been trained to intercept messages and attack other owls on command.
Augustus Halifax purchased several of the best/most expensive owls available and had them trained to be particularly vicious, as Augustus was very worried about having his mail intercepted. He kept all of the owls in one part of Halifax Castle and had servants tend to them. Jackie liked to treat them well and give them names. Oswald was the one who she used most often.
As Augustus became more unstable and he fired his servants, the owls were quickly neglected. Jackie did her best to care for them, but was often not able to leave her room. When the castle fell apart, the owls scattered. Oswald loyally sought out Jackie and was reunited with her at Grady Manor.