Air bag light "always on" indicates you have disconnected power to air bag diagnostic monitor.
Fuses 30 & 36 interior fuse panel should be first things to check.
Monitor located under radio on floor at front of console. I'd have to check where it picks up power in fuse panel area, but suggest you also check that connectors there are firmly in place (i.e. locking tabs holding connectors together have properly snapped in place). Hopefully you didn't cut supply line.
Puchasing interface harness with connectors that mate new HU with existing OEM HU/SPKR connectors usually the preferred/easiest installation method, IMO. Unless, of course, if your new HU requires a zillion amps from battery.