Oracle relative to which $\mathsf{BPP}$ is not contained in $Δ_2 \mathsf{P}$ Complexity Zoology by Greg Kuperberg states that there is a language $X$ such that $\mathsf{BPP}^X \nsubseteq \mathsf{\Delta_2 \mathsf{P}}^X$ — in other words, $\mathsf{BPP}^X \nsubseteq \mathsf{P}^{\mathsf{NP}^X}$ — but does not give a reference for this result.  Why does this hold?  Or where can a proof be found?

This question is partly motivated by my answer to the question “What is known about multi-prover interactive proofs with short messages?” by Joe Fitzsimons.

I posted this question on math.stackexchange.com on October 2, but I did not receive any answer and deleted the question on math following this post on meta.math.
The oracle goes back to Stockmeyer in 1983. Heller gave the stronger result that : $BPP = EXP^{NP}$ in a relativized world in 1986. Karpiniski and Verbeek (mentioned in the comments) reprove Heller's result.