Ok
Start with the basics;
Check your brake lights are working
If not, (or if they are and somebody has altered the wiring from factory) check fuse No.7 @ 10amps for standard brake lights or @15amps for vehicles with third brake light.
Then;
there should be three wires at the gearbox sensor.
One is the live feed from the fuse (ign. on I guess) (Velvet colour)
One is indeed to the ECU (Black colour)
and one direct to the speedo (White with blue tracer in colour)
It does NOT have a cable from ECU to go to speedo on this model. So you are correct in this fact.