I haven't found the idiom 'to be in bed with smb' with the meaning of working with the person or organization... (here: be in bed with - Idioms - by the Free Dictionary, Thesaurus and Encyclopedia.).
I feel like this being quite a slang and that is why it wasn't included in the OALD.
What do you think? Should I worry about this?
In the matter of fact I stick to the OALD and don't want to make a time consuiming research on the each word I need.
All dictionaries have to make a selection, so no dictionary is ever perfect. The OALD will have plenty in that you do need, so I wouldn't worry- if it's not there, then do the online research.