My 2003 Ford focus blew a head gasket a while back. I got fixed that, changed out the water pump, thermostate, water resevoir, and a few hoses. It started to overheat again, but the thermostate wasn
If you got a blown head gasket, water is getting mixed with your oil, pretty much ruining it, and your oil's viscosity will be affected, causing oil pressure to drop and your light turns on.
How do you know your car is overheating if it's not showing in your gauge?
When replacing blown gaskets there are a few things that is best to do, like sandblasting the heads, clean, scrape block and use proper torque an sequence, only removing old gasket and placing new ones won't fix the issue, those gaskets go through extreme conditions, expansion, temp changes, etc, they need to be put mindfully. I mention this because it seems you changed a lot and ended up with the original issue...
If your gasket is blown you need to fix that asap, then identify where is your coolant leak/blockage that causes alleged overheating, doing a coolant flush might help. Good luck.