I always wonder how people try to invent quite impossible things like you do.
Electronic components are generally designed for a "standard" environment where also people live. In some cases, temperature extremes are asked for, etc.
If you insist in putting your electronics into high-pressure oil, you would find that some components cannot survive or function. The next question is- can you manufacture such components so they could? And for what cost?
I would start a bit differently. I would try to make sure there are no heat-developing components. If you need to dissipate some reasonable power (say < 1 Watt), provide good aluminum heat sink. Then I would consider molding your electronics in a resin mold, like Epoxy or a similar material. You should test such molding; instead of electronics , make small cavities in the mold block, to see if the mold survives... and if it could protect the innards from a high pressure.
Otherwise, install your electronics in a strong spherical metal enclosure that can stand the pressure and can keep inner pressure in a reasonable level for the electronics. You would need some feedthroughs for wire connections, consider glass beads like in ancient times were used for electronic tobes. As they separated vacuum from an atmospheric pressure, they can do it for your high pressure, too.
You are planning an extreme environment operation, consider an extreme effort to operate your electronics in it.