2002 mercury 40hp 4 stroke efi warning horn and no start

I have a 2002 mercury 40hp 4 stroke efi. When the key is turned to on, there is no beep, and no sound of the fuel pump priming. After about 20 seconds, a continuous beep starts, the main power relay clicks, and the fuel pump runs non stop. I know the alarm means either low oil pressure or overheat, but I unplugged each sensor and the alarm was still going. The motor cranks but will not fire. Could there be a short somewhere or something else? When I had a multi meter hooked up to fuel pump plug, I was getting no readings until the alarm started going