Scripture-first response
“Oneness means Jesus was praying to Himself.”
No. The human Son truly prayed to God. Oneness says the one God genuinely came in flesh, not that God acted out both sides of a fake conversation.
What the objection is claiming
A weak modalistic caricature is substituted for incarnation.
Matthew 26:39
And he went a little further, and fell on his face, and prayed, saying, O my Father, if it be possible, let this cup pass from me: nevertheless not as I will, but as thou wilt.Open full referenceJesus submits His genuine human will to the divine will in Gethsemane.
How the passages answer it
Jesus possesses a real human will, consciousness, dependence, and obedience. The Father is the eternal Spirit who dwells in Him. The distinction is real within the incarnation while God remains one.