On my 05 Ford f250 superduty turbo should there be oil in the tubing that goes in the turbo and out

head lights are on with the switch Being on ??? Turn the switch off !

Yes it will, there are seals on the shaft, the pump forces fluid down the shaft into the torque converter, then it returns to the transmission.

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1 - Remove the turbocharger intake tube
2 - Disconnect the charge air cooler inlet pipe
3 - Remove the push pins on turbo cowl
4 - Disconnect the turbo VGT solenoid
5 - Remove the oil supply tube
6 - Using the special tool, remove the oil feed tube
7 - Remove clamp from the turbo down pipe
8 - Remove the clamp from the turbo inlet
9 - Loosen the exhaust inlet pipe-to-EGR cooler clamp
10 - Loosen the RH & LH exhaust inlet pipe-to-exhaust manifold nuts
11 - Remove the rear turbocharger mounting bolt
12 - Remove the front mounting bolts
13 - Position the turbocharger and remove the turbocharger drain tube
14 - Remove the turbocharger

If you cant do it with these instructions put down your wrench and take to a dealership for a professional to work on it

EGR

I had one of our work trucks do something similar. It turned out to be the tube that goes to the charged air cooler was split. This is a large plastic tube that carries the pressurized air from the turbo to the chraged air cooler (it's in front of the radiator) then back to the engine.
Start the engine and have some one hold it at a fast idle and feel around for an air leak on those tubes. Be careful not get your hands in the belt or fan.

check ur oil if color of grayish chocolate milk and or white smoke from tailpipe pretty sure signs of blown head gasket

Rear Assembly

Front Assembly

Right from Ford

The HPOP (high pressure oil pump) is right under the filter housing. There are 2 lines that distribute the oil to the cylinder heads. The o-rings on those fittings go out. Kit is available from Ford or International. You will need a special wrench to get to the fittings though.