I retried my test on a computer which had Oxygen installed but had not been been used to sync the test iPhone 4S.
This time the software requested that I enter the Passcode or navigate to the 'Lockdown plist'.
The software was able to provide the filename for the Lockdown plist and it would be easy to locate the file and proceed if you also had access to a computer that the phone had already been backed up to.
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