I dunno, that plastic speedo gear looks exactly like the one that I have. Have you ever removed the speedo cable from the cluster? If so, it is possible you didn't get the cable re-installed properly to drive the speedo mechanism in the cluster. Its a real bear to get that cable back into...
No. It does not look like you are missing anything from the photo provided. This is what my t-case output shaft looked like when I removed the parking brake and speedo housing recently.
What does the male end your parking brake drum look like? I am thinking this is what should keep this...