Drop in OIL pressure when it is hot
 

I have a 300E91. The oil pressure reads 3 when the car is cold. Once the car warms up higher than 60degC, the oil pressure on the gauge drops to zero.
I recently changed teh oil pump and the problem is still the same.
I had someone measure the Oil pressure after the Oil sender unit and he found it dropping to zero at high tempartures.
I have been driving the car like that for the last two years and the engine is still running.

Can someone please help me to know where is the problem. My mechanics want to open the engine to check if there is any leak.
Thank you