Is it a regulator that is intended for use with a battery, but the battery is removed? Your description is not surprising. It sounds like the regulator is working kinda OK at low revs but staying switced on 100% of the time at higher revs, shorting out most of the stator output. The regulator might have a fault.
If you get back, is it a single box for the regulator/rectifier or is the regulator bolted to the rear mudguard and a separate rectifier bolted to the frame?
For the speedo, the Vapor is supposed to be able to operate off anywhere from about 6 to 400 volts AC or DC for the external supply. It does not matter which way round the supply leads are connected if on DC.
It is has a coin cell battery inside it that is lets it operate even without an external supply, but when running off it the backlights are dimmer & the warning lights don't work. If the speedo stops working it sounds like this battery is flat. Ther is a little cover on the back of the unit to change the battery. I can chase up the size later if you need it.
If the sppedo then only works when the headlights lights are on the Vapor supply must be connected across the headlight wires. Reconnect them across something with power on it whenever the engine is running. I'd recommend the supply that comes up the the handlebars. If it has an ignition switch that is a good place to pick it up.