Went through all of this recently. It's a good idea to keep an eye on your oil pressure given the sludge issues on various engines.
Firstly, there is no sender to access. There is only a switch attached to the oil filter housing which detects above 25PSI, under that and it throws the OIL warning on your DIS. This is why you cannot monitor oil pressure in VCDS -there is no data to monitor. So if you want to monitor oil pressure you need either a mechanical gauge, or an electronic gauge with a sender.
The black thing with the white writing on it, is indeed your oil filter. Where it screws into is the oil filter housing -it's here that you want to pay attention. Check this out:
https://www.audi-sport.net/xf/threads/how-screwed-am-i.378849/#post-3318057
Now I can tell you from experience that you are wasting your time trying to use that test port on top of the filter housing. You won't ever get the plug out, and you have to waste money on adapters to try and create space to screw in the sender. Instead you want to remove the plug with the wires going into it (in that link highlighted red rectangle) which is facing the firewall (the wall between the engine and the cars cabin). That's the plug with the oil pressure switch in it.
Plug your tester into that instead -5 minutes to swap. You'll get the oil warning whilst you do this as the switch will detect no oil pressure. You can test, then remove and reinstall the standard switch.
Another link that will help make sense of it all:
https://www.audizine.com/forum/show...essure-Survival-Guide-and-troubleshooting-DIY
Let me know if you're installing a gauge permanently into the car (this is what I did) and I'll give you some more tips.