I was under the impression that the Lame Oracle curse was errataed to no longer grant immunity to self imposed fatigue effects. Does that errata exist or was I misinformed? I can't find the errata anywhere.
No errata for that exists, you were misinformed
The ability confers immunity to fatigue at fifth level, and to exhaustion later. No exception is given for self-imposed effects, and no errata to that effect is present (c.f. e.g. the description in the PRD, which contains the following 'we contain all official errata' page, and the official errata to the APG, and the Paizo forums).