The oil pressure sending unit on a 1995 Chevrolet Caprice is located on the
engine block, near the oil filter. It's a relatively small unit with a single wire connection. You'll likely need to consult a repair manual or a diagram specific to your engine (likely a 5.7L or a 4.3L V6) for the precise location as there might be slight variations depending on the specific engine configuration.
Be prepared to get your hands a bit dirty; access can be somewhat tight.
