Hi, I'm a licensed veterinarian and I'll be happy to help.
It sounds like there's 2 issues present here, at minimum: Head trauma leading to reduced mental status, and possible chest trauma leading to bruising of the lungs.
Oxygen therapy is an excellent start to treatment.
I would typically suggest intravenous fluids in order to maintain good circulation to the lungs and the brain. I would typically NOT recommend Lasix (furosemide) as a treatment to try to clear fluid from the lungs in this situation. That is generally only useful if heart problems caused the fluid buildup -- not what's going on in this case.
Mannitol is an intravenous medication that can reduce swelling in the brain. If Captain's mental status is not rapidly improving, then an injection of Mannitol may be worthwhile.
Steroids (cortisone) are controversial in cases of head trauma, but may also be worthwhile to try, if his condition is worsening instead of improving.
I'm sorry you're going through this right now, I know it's very difficult to see a little puppy having to go through this kind of treatment. Best wishes for a speedy recovery!