Did you have this problem before you changed the oil? I assume you used the correct oil viscosity (5w-30) and also replaced the oil filter?
It appears that the engine has an oil level sensor, and an oil pressure switch, so I expect for the warning lamp to be off, there must be both a minimum oil pressure and minimum oil level. It is strange that you don't get this warning when the engine starts from cold, but appears when the oil has warmed up a little. Maybe the oil pump has worn a little so it can generate correct oil pressure when the oil is cold and thick, but it can't create enough pressure when the oil is hot and thinner. That's just my guess. When you give the engine more rpm the pump then delivers enough pressure for the warning light to turn off.
Maybe an easy thing to try is to replace the oil pressure switch. If you go to
PartSouq Auto Parts Around the World and enter your vehicle VIN number it will show you a catalogue of parts with drawings showing where the part is fitted and the OEM part number.
I have never used an OBD diagnostic tool, but they are quite cheap nowadays so if you can get one it may tell you which sensor is causing the warning light. If it is oil pump that is the problem then it is probably quite expensive to replace, so I would try doing the cheap easy things first.