The oil pressure sender is a ground. When there is no pressure there is a ground to the light. When it has pressure the ground is broken and the light goes out. If it is on with pressure either the sender is bad or the wire is grounding at one of the places you mention.

"It's just a phase. He'll grow out of it." Mama, 1964

1956 Chevy 1/2-ton 3100
1953 Chevy 6100 "The Yard dog"
1954 GMC Suburban Now with a new proud owner.