mike,
check the relief valve from the main hyd pump and check the pressure with a 5000psi gauge. The hyd pressure should run almost 3000 psi when checked for relief setting.

the oil pressure light coming on at idle could just mean its low on oil, if its not low then change the oil and filter and see if that helps. Check the oil pressure sensor too and if it shows any signs of leaking then replace it, it could be bad.

as for the coolant, the right thing to do would be to find the leak and fix it but the worse things that can happen is if you run it out of coolant it will run hot and could damage the block, otherwise it will just be leaking on the ground and polluting the ground with antifreeze.