We don't have this exact model in the US but that shouldn't matter.
Mitsubishi version of P0125:
Engine started (cold); and the ECM detected that the ECT sensor signal decreased from more than 104ºF to less than 104ºF or the ECT signal did not reach at least 104ºF in 5 minutes, or the ECT sensor signal did not increase at least 45ºF after 60-300 seconds.
First thing I would do is use OBDII Freeze Frame data to help take a look at what the reported engine temperature was when the code set. I'm guessing if you were able to pull the code you should be able to get to the freeze frame data too. Instead of watching the Temperature gauge on the dash, I would be using the scan tool to watch the ECT while you warm up the car. Between the definition of the code, a scan tool, and a watch you should be able to figure out where the problem lies. Usually the Temperature sensor for the dash, and the one for the computer are two separate devices. So you need to be sure you are watching the one for the computer (ECT). This code is usually set by a Thermostat that is sticking open.
Hopefully the info I've given you should help. If you don't have a scan tool hit me up and I'll find you a table for voltage readings at the ECT that will convert those readings into temperature readings.