Provide power if power is not present already (circuit inside)
You could very well likely add a pullup resistor to the +12V in the controller so that the controller can "see" the PWM signal from the sensor when the gauge is disconnected. You would have to do some experimentation to see if various size pullup resistors that you add will cause much change to the PWM signal when the gauge gets connected. If it does cause a problem then add a PNP transistor between the pullup resistor and the +12V so that you can disconnect the pullup via an output from the controller when you discover that the guage is connected.