Yes as mentioned use engine oil in the gearbox and transfer case. In addition to the reasons given related to the oil pump modern gear oils (EP90 inparticular) have additives that can eat phosphor bronze bits inside the gearbox.
Also - if the oil pressure light did not go out I would not have run the engine - it is just too risky - for sure most likely a sender issue but maybe not and not worth damaging the engine. Before running again I would get the sender checked/changed so you know for sure what oil pressure is doing.
Great to hear that you have got a pretty good vehicle [smilebigeye]
Garry

