When you turn off your filter does the pressure gauge drop down to 0? If it does then your gauge is not broke.

I switched to Zeosand last year also. Can't remember how much I paid for it though. Found it at a local pool store, lots cheaper than any place online. PSI dropped from about 18 to 15. Don't see much difference in the pool water so I think it was a waste of money.

I think I should have just stuck with the regular sand with a little bit of DE added.