For your car there is a direct line from the engine to the backside of the oil pressure gauge. You can gently pull the instrument cluster out and check the fitting. You will need a 10mm open end wrench. Actually you should have 2, using one as a backup wrench. You do not want to strip this fitting or break it off. If the guage is leaking internally, I don't think there is anything you can do about it, other than getting a new (used) instrument cluster from a junkyard. If you get a new one, you will want to swap out your speedometer.

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1999 MB SL500 (110,000 mi)
2004 Volvo V70 2.5T (220,000 mi)
2014 Tesla Model S 85 (136,000 mi)
MBCA member