Working on my steering wheel, steering wheel controls, and clock spring. All back together except air bag. Started the car to check everything functions before re-installing the air bag. I now have a "Gear Box Fault" warning. Could that be related to the air bag not being installed?

 

Is your battery fully charged? First thing to eliminate before you get down to serious diagnosis.

 

Can't you 'plug in' the airbag (without installing it) to see if the gear box fault goes away?

That said, be careful when messing with air bags. You don't want unintentional activation. Be sure to disconnect the battery and wait 20 minutes before commencing work.