Lost all oil and oil pressure while driving (Need help diagnosing)

Is it possible you had two oil filter seals on it? Sometimes the old one gets stuck to the mount. And when you stack them this happens. It’s also possible for a cheap oil filter to burst.
The pressure relief valve is internal on the pump so it’s definitely not causing your external leak.
The sending unit just reads pressure and sends the reading to the gauge. It really has nothing to do with oil flow. But they can fail and when they do they leak.