The oil leaks could be alot of things. I would suggest that cleaning the engine off with degreaser and see where it is coming from. Looking at the pictures to looks like you could have a front main leak or possible oil pan leak. It also looks like the oil cooler lines are leaking. Those are a known problem on most GM trucks of this era. There are company's that make braided lines with correct fittings for the block and cooler.
As for the overheating issue. These engines are known for blowing head gaskets cracking heads, breaking cranks and main web cracks.
That truck should have 2 batteries not one. The starter needs all to juice it can get to crank the engine over.
The 0 psi oil pressure could be a bad sensor. Again known for being not very reliable.
How long has the truck been sitting? What shape is the fuel filter in? Is it full of algae or just plugged? Does the lift pump work? Do not use starting fluid on it. If you use it to often the engine could become additited to it and will need it every time you start it. It is also hard on rods and prechambers. Ive seen pictures of heads that have the prechambers blown out due to starting fluid usage.
After you get it running just remember that there are limitations to it. It is not going to be as powerful and any of the next diesels that came after it. It is not going to be a power house and will require a small fortune to get it close to what a 1st gen dmax is. And then it might not even be close.
Here are a couple links that might help you out with your truck.
This one is just a basically a walk through with quite a bit of good info.
Be advised, this is a VERY long post (split into two), but contains information some of the more commonly asked information that’s helpful to the new (or prospective new) 6.5 owner. Reading this post (as well as the other posts marked “New Members Read This” in the 6.5 forum at the beginning...
www.dieselplace.com
This one is for the forum itself. There are alot of good knowledgeable
people there.
Discuss the 6.5 GM diesel engine & all associated components.
www.dieselplace.com