What makes the car start and run but gauges go off and key light comes on

The first part is magic, (EFI system and good engine)
but?????
gauges go off can be a bad fuse or loose fuse to cluster.
when any Gas engine stalls. the RPM drops to 0
the EFI sees that and goes to key on, not started self test.
this is covered in the operator guide.
key light comes on KEY LIGHT, HUMMMMMMM
Let me look at the waring lamps, there are many.
one light is engine overheat that is logo of a thermometer but looks
just like a key.
http://dashboardsymbols.com/the-symbols/
is this a engine stall post
or engine runs perfect all the time , but only my dash acts funny
you didnt say?

key lamp?
immoblilzer (big trouble there)

a stall is anytime engine RPM drops to zero. called a STALL.
if your cars engine stalls, post that way, the lamps are all normal
on at any stall, on any car.
at a stall , rpm goes to zero and MPH drops to zero as you coast to a stop , stalled. that is all normal for any stall.

if engine stalls.
that is complex.
here is list.

1. lost 12vdc power to EFI system. (battery died, fuse blown)
2. never gave your car the 60,000 mile tune up, see opr, guide.
3. bad fuel.
4. overheated the engine.
5. engine oil gone, never ever checked at each fill up.
6. other more complex EFI system parts failures, ASK.