I make new leather covers for early bicycles and I also do conservation work. I can tell you that soaking them in oil is useless. Neatsfoot oil is worst of all. You are better off with a 'greasy' leather treatment, like Proofide or Gilles Berthoud, which is closer to what the tanning process uses. Most newish Brooks saddles are quite soft compared with how they were years ago, so my conclusion is that this saddle just doesn't suit/fit you. Sell it on ebay and get something else!