When the comet Shoemaker-Levy 9 impacted with Jupiter it created a ball of fire 3000 Km high and it left a mark on the surface of the planet that was visible for weeks (source: Wikipedia). How was the ball of fire created in the absence of Oxygen and how was the marks created on the surface of a "gas" giant?
The Wikipedia article refers to a fireball, but as Wikipedia itself explains the word fireball has many meanings and doesn't necessarily literally mean a fire as in the combustion of a material in oxygen. In this case it means a ball of very high temperature gas. The gas is heated by the impact and gets hot enough to emit light just like the gas heated in a conventional fire.
For an example nearer to home consider the Chelyabinsk meteor. This exploded in a fireball even though nothing was actually burning.
To understand how the mark was created you need to consider the enormous scale of Jupiter. The heating of the atmosphere by the impact caused chemical reactions that changed the appearance of the gas in that region, but the size of the resulting spot was comparable to the size of the Earth. The winds in the Jovian atmosphere immediately started to dissipate the spot, but it takes a long time to disperse a gas cloud the size of the Earth!
If you're interested in learning more about the impact there are lots of publications available on the web, including this one from JPL.