Mustard oil and mustard gas are only related by color. Mustard oil is made from mustard seed. Mustard gas contains sulfur and nitrogen mustards which are yellow.

Full roundabout:

In the 1940s, sulfur mustard, commonly called mustard gas, and nitrogen mustard, a derivative of mustard gas, became a new form of cancer treatment.

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5325736/