1. The vaccum hose should be t-ed off to the hose on the fuel pressure regulator and connected to the internal wastegate on the turbo.

2. No CEL? That is strange. When I first started my car, it did the same thing but turns out the harness wasn't plugged into the blue box. Sounds like the MAP sensor is going apeshit on you.

3. Did you run it long enough to get hot? The hose is pretty thick, so it is hard to tell unless you have been driving around a bit. As long as the oil pressure looks good, you tapped it in the right spot, and there are no leaks, it should be fine.