I was under the impression that the OP wanted a specific brand of Sloe Gin. I know from experience there are several varieties of Spirits that just are not available to distributors in Oklahoma.
He didn't mention a specific brand. And yes, there are several brands that don't ship to Oklahoma distributors for various reasons, as well as a few (very few) kinds of spirits and liquors and other beverages that are not allowed in Oklahoma.
But I've also gotten the "our distributor(s) can't get that in Oklahoma" excuse from many liquor stores when I wanted to special order something, so I figured I'd throw that out there. It's a great way to pass the blame off of the establishment itself.