The Check Gauges light comes on when a gauge is at a "bad" value. Like if it sees 0 oil pressure or something. It's just an idiot light to tell you to look at your idiot gauges. While there could obviously be something wrong with that specific light's circuit, is there something abnormal on any of your gauges?
What exactly happens when it won't start? Just click? If so, it could be the infamous purple starter wire, if you haven't replaced that yet.
Since you're having trouble starting and while using the headlights, I'd say to check out the electrical system. A bad battery can be a huge load, and a crappy alternator won't help anything either. Might not be an actual part, but bad connections somewhere too.
