The oil line that you point to that dives down into the saddle is the one that supplies oil to the Y-axis split-nut. You can see it from under the knee looking upward through the opening in the underside of the knee.
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To get at it, you will have to remove the Split-nut yoke assembly from above the saddle. There isn't enough access room through the bottom of the knee to get into that area to insert the oil line into the Split-nut yoke. This is all fully documented in
this series of photos/videos which I posted about earlier.
Once again, I recommend you seal up all the oil tubes where they enter the castings at each lube point - otherwise, half the oil you pump into the system will squirt out of the oil line fitting and drip out the bottom of the knee. If you wanted to do a complete job of it, you can order the parts from
H&W Machine Repair that will provide actual screw-in end-fittings (Zerks) for each oil line but you'd also need to convert from aluminum to impregnated plastic oil lines.