Check for pressure on a port of the oil filter holder, if there are ports. If it
has oil there and zero in the head, most likely the head gasket is
backwards/flipped and for end. I received a reman diesel from VW one time with
this problem. The part of the gasket that protrudes from the block/head juncture,
with the holes in it, should be to the rear of the center bump on the head. If it
is front of the bump the gasket is flipped.