There was a time when no one had knowledge about these things (especially Digital Meter), even the "Kabaria's" were treating them as junk, but now people have got knowledge and are keen to install them. These are being given a price tag of Rs.12K and above and are scarce in the market now a days.
Welcome to the forum!
Your mechanic is probably right since there are some "jugaars" available to totally bypass the ECM on CNG. If you want to physically verify its existence, just remove the right kick panel (a plastic panel on the right side of accelerator pedal). You will find whether the ECM is present there or not. Another check is a blink in the check engine light when the ignition switch is set to ON.
If there is no ECM installed, you can get one from old parts shop along with wiring and sensors, at a price depending on your bargaining power :). You can check the contacts given at page-3 of this forum (link mentioned in top post). There are three versions of ECMs, first one is for TBi engine (serial no: 1227303), second one is for SOHC MPi engine (serial no: 161....) and the third one is for DOHC MPi engine (serial no: 162....). The most visible thing in the DOHC ECM is that it has sky blue connector while the other two have black connectors. It will be better that you pick complete sensors with wiring and ECM from an old engine.