There seems to be several issues. Can't say a lot about the gauges not working except that relays power groups of equipment functions and if a relay does not provide power then the gauges can't work.
For a fast idle, a sequence called the "cold start sequence" is suppose to increase idle. This is triggered by an engine temperature sensor. Some cars have 2 with one working the dash gauges and the other is used to work the engine controls. Yours is likely either sending a signal that the engine is hot (and it is not) or the signal is missing.
When the engine knows it is cold, the idle will speed up until the engine is warm.
The dim headlights can be dim from a power drain, or the engine is not idling fast enough to charge.
SOURCE: Car won't idle without revving when cold and dies when in drive
This Vehicle needs an Idle air control/Idle speed motor. Good Luck
SOURCE: car idling funny and stalling
there is a recall on 2000, 2001, 2002 model cougars for the fuel pump assembly. you might want to check on that.
SOURCE: the car is skipping and feels like its running out of gas
SEEMS LIKE ONE OR MORE COIL ON PLUG ARE BAD ECU IS PROBABLY IN LIMP HOME MODE AS COMPUTER TAKES OVER TO LET ENGINE CONTINUE TO RUN
SOURCE: car idles low, stalls after start
Common issue at the shop (i'm a ford technician), here is what I do to correct it.
Here is the most common cause of surges and stalls at stops and low erratic idle speed and rough idle, it is the idle speed control air-bypass valve and throttle valve (IAC for short), they get full of gunk over the miles and cause idle issues (stalls, low idle) like yours, Get a can of intake cleaner from any local parts store, not carb spray, intake cleaner, it is made by a company called CRC, remove the air intake hose to the engine, hold the idle high so the engine won't stall, then spray the can of cleaner into the intake while keeping the engine running, use at least 1/2 the can, shut down the engine and disconnect the battery for 5 minutes, then restart and complete a number of mixed driving cycles, town, freeway, stop and go etc., after a few days the problem will go away as the system will relearn to the clean intake.
SOURCE: Won't start after installing new fuel pump. After
HAVE YOU TRIED CHECKING THE FUEL PUMP RELAY
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