Are both gauges fluid-filled mechanical gauges and located under the hood? If so, the dampening fluid is expanding due to the heat under the hood. The gauges are sealed, so the expanding fluid builds pressure which "pushes back" against the fuel pressure and the gauge reads lower - even 0 if the dampening fluid pressure is greater than the fuel pressure.

I took out the rubber stopper and drained the fluid from my gauge and it reads correctly at all temperatures now.