You do not need the clocks connected (on a classic*) in order for it to start.
However that is indeed source of the error message you are getting - the power to the speed sensor actually originates from the gauge.
But that error will not prohibit anything regards to its ability to run
*different story on a CANBUS model i.e. Roadster or Touring.
When you say 'won't start' - what do you mean exactly?
Won't crank or won't fire?
If it is cranking over but won't fire, you need to look to whatever you might have done with your TPS & Stepper cal.
And also look to your hoses to the MAP sensor to be sure nothing leaking there.