I'm having the exact same problems, and I can't offer any solutions. I have a 2001 4.0 with 80K miles. The oil press. gauge drops to zero when I come to a stop, then goes back up when I drive off. Tried a new oil pressure sensor with no change. Using heavier weight oil did prevent it from dropping to zero, but it was just above zero. There's only a limited # of reasons why this would be happening, one or a combination of the following: bearing wear, gauge, gauge wiring/ground, pressure sending unit...once you're sure it's not your instruments, you can then be reasonably assured it's your bearings
As far as coolant, I fill the reservoir from nearly empty to the "full" line every 3-400 miles. Changed the water pump and some fittings and hoses to no avail. I'll let you know if I find anything that will help.
If you cannot see coolant somewhere in your engine bay, or better yet a puddle under your rig, it's most likely you are consuming it through the engine (read: head crack or blown gasket) or, maybe, it's somehow leaking onto your exhaust manifold and burning before it could leak onto the ground...(vaguely possible, but not likely)