Thanks for the input folks. I am now convinced that the pressure regulator plunger got stuck, I lost pressure under load and blew up the motor. I am also convinced that the engine builder then gave me back my new motor with the same problem still there.
I called the local Cummins shop. Parts will be here tomorrow. I decided to replace everything as it is cheap compared to the motor. $167 including overnight shipping for the filter plate, all the moving parts, and the gaskets. Below is my little table for the parts.
I ended up with an Autometer gauge. I spent the money for the cab mounted one that runs a wire rather than a tube of hot, pressurized oil into the cab.

It worked out kind of nice as my truck had a 2 gauge add on over the steering column when I got it. It had EGT (which I use) and transmission temp (which is redundant since I put in a Smarty Touch to watch OBDII gauges). I was not impressed with the clamp on the outside of the transmission lines sender so I was going to remove it. The engine oil pressure gauge mounted nicely there so now I have a permanent, decent oil pressure gauge.
Along the way I bought some 1/8" NPT plumbing, a 1/4" NPT valve from the air compressor section of Lowes, some clear hose and a weed sprayer bottle. This worked up pretty nicely into an oil primer that I can leave hooked up along with the new gauge. Once I get all the new parts on I can prime the system, close the valve, and crank the engine. Once I am satisfied that my oil pressure problems are behind me, I can then remove all the plumbing and leave just the gauge, mounted on a 2" nipple to get it high enough to clear the water line that runs over the filter head.
By the way, before I decided to use the weed sprayer bottle I used a gallon jug of oil based on some post I saw somewhere else. Their burst pressure is about 20 psi. Don't ask how I know, but if you want to save $13 on the weed sprayer bottle plan on spending $15 on shop towels.
It absolutely boggles my mind that this shop would not check the pressure regulator or relief valve. If I had delivered the motor to them without the filter head then it might make sense. But it was mounted on the motor when they got it and torqued back with new gaskets when it came home to me. I sure hope they make this right on their warranty plan. Note that I have avoided their name in this post as I want to give them the chance to make it right.
Description PN Price
pressure relief valve 3936365 $13.34
pressure regulator plunger 3947287 $13.13
pressure regulator spring 3925009 $7.47
filter head adapter 3909355 $22.65 (not included in total as this is included in the filter head)
gasket 3974127 $10.37
gasket cooler 2830559 $12.76
filter head 5289557 $68.3
sub-total $125.37
overnight shipping $30
Total $155.37
With Tax $167.61