Diagnosing a dead coolant gauge?

Hi all,

Owner of a 1995 LWB with the 4.2. This summer a buddy and I rebuilt the engine from the crank up. After sorting out a few ignition wiring issues, the car started right up and idles very strong now.

However, the coolant gauge is pegged to the cold side, even after ~20 minutes of running. IR thermometer says the inlet temp is around 210 degrees, so I would expect to see something on the gauge.

How do I go about diagnosing the problem? From what I can tell, there are three coolant temperature measuring points:
1) the two pronged connector just above the thermostat
2) the screw-in "coolant temperature sending gauge" that connects to a small barrel connection on the wiring harness
3) the fuel injector-connector looking clip that fits into the intake manifold (has the same connector type as the fuel injectors)

How does this system work, and what should I look at to find the problem?

Thanks