1995 Chevy Suburban fuel pump

Remove the ECM B fuse and tell me if it shuts off-

Pulling the ECMB fuse should certainly shut it off but that is merely cutting off the power supply.

First try unplugging the oil pressure sender. If that doesn't shut it off, inspect that wiring harness going back for any place it may be shorted together. If it does shut off when unplugged from the oil pressure switch, then just replace the switch.

Pull the fuel pump relay if it continues to run take your 2nd advice. When you pull the ECM B fuse-you shutdown both the relay and oil pressure switch-

The problem here is the orange wire that powers the relay and oil pressure switch is shorted to the gray wire in the harness or the oil pressure switch is shorted out. The only time the oil pressure switch powers the fuel pump when the engine is actually cranking over or in operation.

The oil pressure switch itself is a very common place for this short to occur. Since you state that you have already pulled the relay, the switch is likely.