2005 Ford Escape Oil Change Issue

Sunday 12/21/2008
My mom and I went to Waukegan Wal-Mart to get a new battery and oil change.
Monday 12/22/2008
I go out to do some last minute Christmas shopping and running around. The oil light comes on. I drive home and tell my mom. She had me call the manager of tire and lube express, explain the light was on and ask if it's ok to drive the car up to Wal-Mart to have it checked out with the light on. The manager said it could be the oil pressure and to bring it on up.
A girl helps me and gets a guy to help me. I pull up in front of the 3rd bay to the right, the guy comes and I explained I had the battery and oil changed the day before and the oil light is on and smells like burning rubber. The guy explains that it is just oil burning off the engine and that the oil light just needs to be reset. He told me to take the car to the Ford dealer to have it reset. He did not check the oil level or anything under the hood or anything underneath the car. I told my mom and she was going to call Ford to make an appointment to have the light reset.
Tuesday 12/23/2008
I went running around in my car doing more Christmas shopping. The car made a loud knocking noise. I came home and told my mom. She said not to drive the car for fear it would do more damage than it already had. We checked the oil level, and there appeared to be no oil in the truck. My mom called the store and asked for a manager.
Wal-mart would not accept liability and sent me through their insurance process. We did, and we also had a mechanic who makes house calls come look at the car. He discoverd it was double gasketed and all the oil leaked out. He repaired it for us and it was fine after that.
We send a claim to Wal-mart insurance for $467. They promptly paid but stated on the check that it was full and final payment. My question is, should we get anything else checked out on the truck before we cash this check? Is it possible there was other damage to the engine that we may not be aware of? The mechanic said the knocking noise was in the "upper engine" whatever that means, and said it would be fine now. But I have concerns that there may be some engine damage that we don't yet know about.
What needs to be checked out if anything?

Thanks so much!