Thanks for the Photos.
It looks like there was some Oil in there, but not much more than a dribble.
If the wrong sized shells were fitted, the engine would be locked up right from the word go, so I doubt that as a cause / issue here.
Was the Crank Re-ground for this build and was it checked for sizing ? It looks to me like it may have been re-ground but still ever so slightly over-size particularly on the Big Ends.
Also, there can be issues when bolting up Oil Pumps to the Block. The drillings / threads in the Block aren't too deep and it's easy to fit the Bolts, tighten them up, but they have bottomed out in the Threads just before pulling the Pump down hard, though usually this results in the Oil Pump not being able to draw up any oil from the sump, but, not always.
I'd also check that the Oil Pressure Relief Valve is seating fully. If that's jammed open at low engine revs, most of the Oil will be getting dumped back in to the Sump.
When I rebuild Engines, I go about it with a mindset that everything is 'wrong', then check everything to be proven otherwise or find issues before they become that. So, early on, that means a lot of measuring.
At a later point in the Assembly, pretty much before the Head and Gearbox go on, I'll check the Oil Pump by inverting the Engine in the Stand, putting some Oil in to the Suction Side drilling in the Block and Turning the Engine over until I see the Oil coming out in to the Oil Filter Head, then fit the Oil Filter, top up the Oil in the Suction drilling and keep going until I see it coming out of the Mains, Big Ends and Cam Bearings and at least look around the Oil Pump for any leaks there, although as it's not making any pressure, it doesn't tell me much - but hey - at least I looked ! It's sadly not a complete test at this point, but at least satisfies me to a point that fundamentally, I should get Oil Flow when fully assembled and in the Car.