Well it’s either a fuse, the sender unit which is on the tank, or the gauge itself. If it’s not a fuse then you need a bidirectional scanner like a Tech2. You could also swap in a cluster with a known good gauge from any 2003-2006 Silverado Tahoe Yukon Suburban or Escalade. The electronics changed in 2002 so the earlier years aren’t compatible. That would eliminate or identify the gauge as the issue. The stepper motors on the clusters have a high failure rate for these years.