A few things to help:

A coolant sensor will only send a signal to a (functional) temp gauge if it is immersed in liquid. An air pocket won't transmit much heat to the sensor. Check yours in terms of resistance when cold and warm (Bentley manual).

From memory (it's on the X site or you can find in a Bentley manual) you set the heat to max, heater fan on low, key on aux ignition position (engine not running), do this for a minute or two. Your Indy hopefully did this and then kept filling the car up and also used the bleeder screw on the radiator.

Does your car make heat?

Could be that your temp gauge has failed (less likely but possible)?