somebody on another forum suggested it might be air in the system that needs to be purged out. any thoughts?
No it's not air.
Most likely your pump is fine. Again I can't stress enough that because you just did all that work and you are now having problems that you induced somehow (this is just what's common when you have problems after doing work like that). Also if your oil gauge is reading 0 and it's working correctly, hooking a mechanical gauge somewhere else in the line is also going to give you a 0 reading because it's all flowing out somewhere else unless you block it at another point.
Added legend to previous post
I haven't rebuilt or even pulled the heads off a Ford, just the intake and that didn't have oil passages. Usually there isn't any weird connections that come off or need to go on for a head gasket change so that is odd you are having this problem. I'm not saying it can't be the pump, I'm just saying to focus on the work you just did as the possible root cause.
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