It's correct, but my only issue is that it's tautological. By using "oppressive encumbrances", you almost say the same thing twice: both words indicate heaviness. However, each word can easily imply the other. I suggest replacing one of the words with something more specific, eg. "encumbering difficulties", or "oppressive duties". It's also a mouthful to say! Remember the longest and most florid words are not therefore the best. ;)

Yes. it's correct English. In somewhat more mainstream English: "He saw how weak we are, morally, when we are having to bear continual heavy burdens or difficulties."