The easiest way to check the lubrication system on the 8L is to do what you did, just check the ball screw/nut and slides for oil residue. If you were to experience any problems with the Z or X axis squeaking or locking up during rapid moves, I would recommend cycling the pump a few times and watching for oil drips from the orifices.
Based on your description however, it sounds like your machine is good to go. If you had a clogged line and weren’t getting any oil to a particular spot, your machine would be making a lot of angry machine noises at you.