I've had zero oil with pressure still indicated, and yes, it can happen
So have I.
Oil qty is measured in the oil tank. You can have zero qty in the tank, but the engine is still full of oil.
Try starting an RB211 in sub zero conditions.
The oil is very viscous. The indicated oil qty will drop to zero as all the oil is pumped out of the tank. It ends up in the gearbox but doesn't scavenge back to the tank. The oil pressure indicates off scale high. But the engine starts, and as the oil warms up everything returns to normal.
Pilots are usually taught to ignore oil qty readings. Let the engine keep running until you get a low pressure indication. The oil qty may be misreading., and again on the RB211 oil hiding in the gearbox is not unusual, even in flight.