Oscar's sketch and painting of Jessica were done by David Mack, the artist who did the covers for the Alias comic book this series is based upon.
When Jessica and Oscar fool around and knock over paint cans, the two colors that spill are purple and yellow. Both colors represent her past relationships. Purple representing Kilgrave (purple being his favorite color on the show, and the color of his skin in the comics), and yellow representing Luke Cage (yellow being his signature color, on the show his clothes, and in the comics his superhero outfit).