Do you have a USA bike ?
If so, then the Auxiliary wire is not applicable.
You need to be using the non Euro installation instructions.
I have my 2005 era sourced instructions which were for the use of the Model 112-411 on both USA and Euro bikes.
USA instructions were based on steps 1-10 and skip 11 & 12.
Euro instructions were based on 1-8, skip 9&10, do 11 & 12, then all the remaining.
The Auxiliary wire was for step 11.
Yes, PC3 gray to ECU red with yellow stripe.
Hope this helps you.