Oil

When the oil is cold, it is so thick that even at idle a bunch of it goes out the relief valve on the pump instead of through the engine.
When the oil gets up

That statement is wrong. The relief valve does not dump the oil out of the pump. The oil is recycled in the pump. This allows oil to go out through the main cap into the engine and at the same time regulates the oil pressure. The oil pump does not have a hole in it for excess oil pressure to leave the pump.