First of all, have Roxy spayed before attempting bonding. You can do things to help along the process before getting her spayed so after her spay the bonding process is easier. Onyx is obviously being VERY territorial. I’m wondering if you made sure to introduce them in neutral territory? If not, this could absolutely be the cause of so much aggression. If you did have neutral territory during introduction then I would take a few steps before going any further.
There’s a few different methods I can suggest trying first off before putting them again together:
1) Put a stuffed animal or towel in both buns cages — leave in for at least a few hours even a day — and then swap the towel (stuffed animal) to the others cage. This helps them become familiar with the scent by getting used to that scent being in THEIR area. And if it makes them aggressive this usually ends up in the bun taking out their aggression on the towel or stuffed animal rather than the other bunny.
2) You can also do this same thing with litter trays. Swap back and forth — in between cleans so each is forced to begin to accept the scent in their area. Be prepared for accidents. A new bun in the house is almost ALWAYS cause for a small losing (or even large losing) of litter box habits.
3) Another thing you can try is swapping cages. Back and forth. Rather than swapping the stuff in the areas, you can do the same thing by just swapping the bunny to each others territory. Without the aggression factor coming into play.
After using these tricks (using all or just one) for a few days, I would move the cages (or territories) close together so the buns can see each BUT NOT TOUCH. Leave the cages/x-pens a few inches apart so they can get close but cannot cause injury to each other. As spaying is usually recommended before attempting a bond (to make sure no hormones come into play AND because the spayed bunny can smell differently after the spay resulting in re-bonding), it is not impossible to begin introductions and play times together since Onyx is neutered. I would caution you though that someone should be present at all times because when her hormones DO start coming in she may become aggressive towards Onyx although I don’t think that is at all what is causing his aggression currently. I would follow the steps listed above and then go from there!
I do NOT think you made a mistake in getting Roxy at all. You just have to be willing to put the time and energy into bonding them. And don’t give up hope. I have a bonded trio of bun buns and a fourth rabbit in the process of being bonded to my trio and I am a FIRM believer that if you stick to the bonding, it will eventually happen! I think way too many people get discouraged and give up before they should. I recently read an article that went into the dynamics of bonding and it talked about how rabbits are extremely emotional creatures. The reason they can be so hard to bond is due to this emotion. Bonding is a very VERY permanent thing for rabbits and once bonded, breaking that bond can be extremely painful for the buns separated. So even though it may take time (and seem discouraging) it it beyond worth it in the end. It takes time for bunnies to learn to trust each other (just as it does humans) so even though the first few meetings went back, try a different approach like the ones I gave you, and then work from there. Sometimes the bunnies that have the BEST first meetings end up being the hardest ones to bond and the ones who have the WORST first meetings end up being the easiest… so my advice is definitely do NOT give up on your two bunnies. I promise all the hard work will be worth it in the end!!!!