It would be difficult for Odo to possess a sense of any easily imaginable sort when pretending to be a rock. If he can be such a good rock that he can fool a tricorder, then he wouldn't be sensitive to air pressure or EM fields, as such sensitivity should show up as a non-rocklike feature in the tricorder scan.
OTOH, if Odo really can become a rock, this sort of means he will have to cease to be a Changeling. His "Changelingness" must go somewhere else, perhaps to another dimension or something; his "own", "real" senses are no doubt based on the very same ability that allows his shapeshifting powers to reach from this other realm to the object that for all practical purposes is a rock, and to turn it to another object that for all practical purposes is a drinking glass or a seagull.
Quite possibly, Odo's senses and shapeshifting abilities are based on phenomena so alien to Federation science that even the tricorders can't observe or analyze them. But whenever he needs to or wants to, he can introduce more conventional senses and abilities as part of his mimicry - only crudely at first, but with greater finesse after he has Linked with more experienced Changelings and learned more of the skills the grown-up Founders regularly use. He then introduces the associated vulnerabilities as well, such as the inability to see behind his back. Is that subconscious or deliberate? One would think Odo would wish to be maximally alert when playing Constable, rather than merely rely on his eyes. But perhaps he thinks it "fair" for his opponents that he stick to eyes. Or perhaps he did see the attack on Marriza coming, but chose to allow it to proceed, realizing few would recognize his inactivity for what it really was - a desire to see Marriza slain. (And perhaps he was quite willing to allow that Klingon to cut him in half, after which the upper half would have punched the Klingon in the face and the lower one in the groin - but when Bashir intervened, Odo thanked him for the "life-saving" intervention out of pure politeness nevertheless.)