This problem is completely unrelated to locking.
If you add/remove elements from a List all iterators pointing to that list become invalid.
One alternative to using an iterator is manually working with indices. Then you can iterate backwards and remove elements with RemoveAt.
for(int i=Oo.Count-1;i>=0;i--)
{
  var o=Oo[i];
  if (o.DateActive.AddSeconds(30)<DateTime.Now)
    Oo.RemoveAt(i);
}
Unfortunately this native implementation is O(n^2). If you write it in a more complex way where you first assign the elements to their new position and then truncate the list it becomes O(n).
Buf if Oo is a List<T> there is a much better solution. You can use Oo.RemoveAll(o=>o.DateActive.AddSeconds(30)<DateTime.Now). Unfortunately you there is no such extension method on IList<T> by default.
I'd write the code like this:
lock (LockObj)
 {
     DateTime deleteTime=DateTime.Now.AddSeconds(-30);
     Oo.RemoveAll(o=>o.DateActive<deleteTime);
}
As a sidenote I'd personally use UTC times instead of local times for such code.