Yes, I want to attach it via the bleeder and no,
It does not have a bleeder on the gauge. I think the idea is once your foot is off the brake pedal, all pressure is eliminated and therefore can remove it without issue.
I also took the fitting that was on the end of the test tool and matched it up at my local parts store.
Looks like I need a female 5/16-24 to adapt to a male (let’s say 3/8x24” thread for a ford) end for the caliper.