Our heating furnace is not a vacuum furnace. Any way to keep pure magnesium from being oxidized in high temperature (600 degree)? Any idea except buying a vacuum furnace?
Magnesium is highly oxidisable, especially at high temperature, so any trace of oxygen will be trapped by oxidation. You should be aware that oxygen is never totally pure, even in very expensive gas cylinders, and when you multiply the number of ppm or ppb present in the gas, times the duration of the experiment, times the gas flow, you'll get a not so negligible amount of oxygen. Additionnally, oxygen may also diffuse throughout the ceramic tube of the oven, and throughout the polymer connections. And finally, small leaks are not rare. In conclusion, I see only putting an even more oxidisable material in the oven together with Mg. Just check the oxidation potentials, and you will see that most alkaline and alkaline earth metals have such properties, but are difficult to handle. Maybe calcium would be better for that.
I tend to try/test simple routes first before making larger investments in time and capital. A method that will probably work for your situation would be to pipe in argon gas with 4-7 percent hydrogen. (I and many others in my field have used this method -heating DACS in air- and it works for small parts.) You can buy cylinders with such gas mixtures. You can also surround you Mg with oxygen getter as suggested previously. Try a test run and report back.