Definitely your oil cooler exploded. The oil is under higher pressure than the coolant, so the oil goes into the cooling system and no coolant will go into the oil.
You need to park the truck until you swap out the oil cooler (and address your egr cooler). The oil cooler likely failed due to high oil temps. The high oil temps are caused by the oil cooler becoming plugged within the coolant passages. That plugging will slow coolant flow. Since the coolant that exits the oil cooler is directly fed to the egr cooler, the egr cooler has been overheating. Failure is right around the corner or it has already happened and is going un-noticed. If your state does not have emissions testing for diesels, and you don't think they will be adding it in the near future, and egr cooler delete might be advisable. Egr cooler failures are the leading cause of head gasket failures. The egr cooler leaks coolant into the combustion chambers, raising the cylinder pressure beyond what the stock head bolts can with stand, they stretch and the heads lift off the block, and the head gaskets blow.
There is a specific Ford TSB that has a flushing procedure in it for the instance of the oil cooler failure such as this. You will have to drain the cooling system, replace the oil cooler, do whatever you want with the egr cooler, then start the flushing process.
or google "Ford TSB 08-23-1.
If you want to tackle the repair yourself, in my signature line, I have posted a step-by-step for oil cooler replacement.