Ok, I found it, it's above the filter but on the other side (towards the front) of the distributor. The "plug" that holds the wire in place was sticking out... I tried to put it back in and started the engine; the gauge went up to about 10 psi and then dropped back to 0... I looked again and the plug was hanging out again. Fortunately it's not spraying oil all over the engine compartment, but I'm pretty sure I can just replace that and be done. Looks like $27.99 from Checker.

1993 YJ S, 2.5L I4, 5spd
30x9.50x15 TAKOs on 15x8 American Racing Rock Crawlers