(Rickover trained) Believe your indications (until "proven" otherwise.) The oil pressure light (idiot light) and "buzzer" are most likely operated from the same sensor on the Yanmar and alarm at only a few psi (about 2 to 4 psi) if it is working correctly. If the light and the buzzer or sensed by two separate sensors, then you have TWO indications of low pressure, not one. A few more questions.
"I heard a small bang" does not sound encouraging but could be nothing. The first time you started for the day (after the bang) did the oil pressure light and buzzer come on and stay on or was it only after you started it "on the way back."
How long did you run it with the light/buzzer sounding. It is called an "idiot light" for a reason. (Don't be offended, it is what I grew up calling it as most of us probably did too.) If you don't have an independent oil pressure gauge you would be well served to immediately shut down the engine when the light comes on unless you "know" it is a false alarm. Otherwise you are rolling the dice on causing major damage to you Yanmar. You can either sail back to your location and drop an anchor nearby your final destination and try to call a tow service (you do have a tow service I hope?) or if you can't sail back drop the anchor if the depth is appropriate, crack an adult beverage and call for a tow.
Long winded confirmation of what Justin and Don have said but It is not "nothing." Something is wrong. That wrong thing might be actual low pressure, which at the psi level of the idiot light, could be catastrophic or it might be and indicator problem, but it is something. If it were my boat, I'd troubleshoot it before I ran it again. I'm not one for playing a "game of craps" with my engine.
