Usage of the Oxford Comma with "and"
Solution 1:
That sentence is grammatically correct. This is because if necessary is a subordinate clause, not just another item in your comma-separated list.
Keep in mind, if you were to remove that subordinate clause from the sentence, you would not use a comma after the and:
To claim a prize, send a Private Message to me stating: which prize you won, your geographical location, and your address for sending a physical prize.