Avanza 1.5l. Why doesn't oil pump work?

Did you you remove plastic plugs before fitting seen it happen before

I would check what drives the oil pump, make sure that the oil pump is turning. Hope that helps!

The replacement oil pump could be defective or installed incorrectly.

First check the fuses for complete circuite

I am not familiar with working on this particular make/model but others I have done I usually prime the oil pump before installation. Other than that, if the oil pump is in the sump, make sure the gasket between the pump body and the engine is good otherwise the pump will be sucking air. Cheers

Should be 4.2 litres with filter.

You have a blown head gasket or a cracked head or block. That's how oil mixes with water.

Have you tried resetting Transmission Control Module?