"That" deletion, or is oxforddictionaries.com wrong?

I agree with you that there is an unexpressed that or which, but I disagree with your commas:

The nine words [that] you didn't know had offensive origins

I can sort of see your point. If we replace you didn't know with unbeknownst to you, we get

[Here are] nine words that, unbeknownst to you, have offensive origins.

Here, the commas look good, and are even necessary.

But

Nine words [which] you didn't know had offensive origins

is actually a little different. I see "had offensive origins" as the object of the transitive verb know, and "which you didn't know had offensive origins" as modifying words.