I used my King of Shaves Pre-Shave Oil, a hot towel, and then I lathered up with my appalling WS brush (it really does take off as much lather as it puts on!)
A couple of things might be worth mentioning here.
The shave oil you're using, is it one of these?
Shave Oils - https://kingofshaves.com/collections/shaving-oils
If so then it is a shave oil not a pre shave oil - there is a difference, as I quickly discovered when I first started. A shave oil is used on it's own without lather and, to be honest, may be why you're struggling to get good lather from your other products and to keep it on your face.
Secondly is the brush. I'm presuming this one:
Vintage Brush | Order Online | Free Delivery UK - https://www.wilkinsonsword.com/en-gb/product/vintage-brush/
If so then it's a boar brush and will require a break in period, during which it will most likely be a bit of a lather killer - as you've discovered.
Try the following:
1. Use either shave oil or shave stick, not both, and see if it improves things
2. Leave the brush in a glass of water in the fridge overnight - some people swear by this as an expedient way of speeding up the break in process and it has certainly worked for me.
Keep at it and best wishes!