The sender wires should not be hooked to any relays (unless the fuel pump relay coil gets ground from the sender as a fail safe). Have you found the fuel relay? The coil side (pins 85 & 86) should have ignition (usually pink) and some sort of ground. A simple test light to the ground side of the relay coil should be enough to kick the relay and run the pump with the key on. That would be my start point for trouble shooting.
If you look at the oil sender wiring on the
maliburacing diagram, there's a note that says "oil pressure is open when low" which would tell me that it should rest at zero, and grounding the wire should move the needle up. That being said, if your gauge is pegged high, I would think the sender wire is grounded somewhere.