I take it you don't check your oil between changes? This is precisely why I perform my own maintenance and check it weekly.
If the dealer can't prove that negligence caused the problem, then what leg do they have to stand on? The burden of proof is on them. If there is no external sign of oil, then you may have some defending to do. If it's going out the tail pipe, there will be oil evidence inside the exhaust too. And regardless of whether it leaked when running or sitting, there will still be oil on the undercarriage and drops on the driveway.
If the dealer is unhelpful, maybe you should call the last place who did the last change and see what they have to say.
Edit - The 'oil indicator' is nothing more than a low/no oil pressure indicator. Usually when that illuminates, the damage is done. As long as the sump was still submerged, your pressure may have been fine. If you were driving around multiple quarts low for that whole 4k miles, the protection that little oil was providing may have accellerated the breakdown of it's lubricative properties and that's what caused the ultimate demise of cylinder 2. That's my $.02.