The connector for the sensor lies underneath the fuse box in the engine compartment. It is a two-prong (green/brown wire) terminal. You can check the resistance there to determine if the sensor is working properly. If it is, then the culprit is definitely the display unit.

You CAN troubleshoot at the dash with the electrics on, but from experience, I've done more damage this way than just swapping out suspect components, reinstalling, and then reconnecting the juice...

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2009 ML350 (106K) - Family vehicle
2001 CLK430 Cabriolet (80K) - Wife's car
2005 BMW 645CI (138K) - My daily driver
2016 Mustang (32K) - Daughter's car