Something went wrong with the oil process if it didn't work. I've hardened water hardening steel (including old files) all the way to the same steel V11 is made of (as well as a bunch of modern stuff, like a 1960s set of marples chisels that say "chrome vanadium" on them and were for some reason, not hardened at the factory.
There's nothing wrong with using water if needed and the tool is worthless otherwise, but it's not a good habit or you'll lose something important at some point. Water hardening steel is generally water quenched when it's in a larger cross section and you can't achieve the cooling rate needed to quench in oil. Actually, V11 is a good example of something that works in oil but would otherwise quench in just about anything (it needs 50 degrees per *minute* to harden, an exceedingly forgiving quench).
It doesn't hurt when you're hardening to get the temperature of something up (dim lighting is preferable) to a dull or medium orange as the most common reason for failure is probably not having the steel hot enough when it hits the quench. color is highly subjective based on light, too - bright orange in a dim room is dull orange in daylight.
I'm belaboring this point a little bit about the oil because I think it's something everyone should have on hand as you progress in woodworking. You need nothing more to make your own tools than a good hacksaw, a decent file or two (which you probably already have) and a heat source (tempering in a good kitchen oven with a thermometer close to the temper area - same oven, same settings, same area of the oven each time -is a better idea than tempering by color with a fast heat source) is all you need.
It's quite often much faster to make a good-enough tool (by that, I mean really good, but not aesthetically marketable or perhaps capable of cutting 10,000 dovetails on shelf ends vs. the 100 that you may cut in the next 15 years) than it is to go out and try to buy something like that. without even considering cost. I made a dovetail plane last week out of scrap - it took no more than two hours of time. It's ugly by my standards, but I don't want to get into the business of making dovetail planes, etc, I just wanted to make a plane that I could use for a few case pieces.
