best way to check oil light that does not come on when key turned .?

you just did it. just haven't pinned it down to a specific issue yet.

when you earthed it (engine running), you went around the sending unit completing the ligh circuit. doesn't say squat bout the sending unit. but it does mean there's and incomplete circuit upstream. issue wire from sending unit to light. light or it's power supply.

time to break out the ohm meter. do some chasing.

The way it must work is there is supposed to be a voltage on the other lead of the pressure bulb. Then the lead connected to the pressure switch on the engine connects to the block, the bulb lights. Since shorting the wire to the block has no effect, that means either there is no voltage to the bulb, the bulb is bad OR the bulb connection in the socket is not good.

+12V----------Bulb------/ |>-Ground where the / is the pressure switch and Ground is the block. You should have voltage at the bulb socket. Obviously a blown fuse could be the problem.

The oil pressure sender is likely bad because it is tested at start up by no oil pressure. If you have an old style 70's oil dummy light and you ground the sensor wire at the sender, the dash oil light will come on. If the light does come on, the sensor is bad because it completes the circuit through the engine block ground which must be good if the starter and ignition work.

When you pulled the cluster out to change the bulb, did you check the bulb back plane film for open traces? This is a possibility. When the dielectric protective covering on the traces peals off, the traces will turn green and corrode like a car battery terminal exposed to air. If you find a bad trace, you can usually solder a tiny jumper wire on it to repair it and make it serviceable again.

There must be a wire missing or open to the pressure sending unit. Check both sides.