It reads like you put on an unloader valve instead of a BPR. The function of the type of pressure bypass that an unloader is, means that you have no system pressure to read until you flow water through to the wand. As such, there is no place to put that pressure guage to get a reading, as you would like. Like it or not, it is the very nature of an unloader to "unload" the system.
Here are your three options.
1. Key the wand to get a reading (obviously you don't like this, or wouldn't be asking)
2. Replace the new unloader with a BPR (Balanced pressure regulator/bypass)
3. Convert the unloader to a BPR.
Option #3 is something I've done many times. Most every unloader valve has an internal check valve on the pressure outlet, which if removed, will render the unload function disabled. This usually done by removing the capture nut, permitting the removal of the check valve poppet. Then reassemble the nut to the valve body without the check valve poppet, and wahlah!, the unloader no longer unloads.
Understand that to use a BPR in place of an unloader requires a sufficiently sized bypass loop volume, such that the pump will not overheat. I presume since your unit was previously setup with a BPR, thisis the case.