You don't add it when you're making or storing the stock. You add it when you're making your sauce. In lots of cases, you're not saucing until the main dish is done and plated.

I am not sure I would use gelatin in a vegetable stock. Things I've used: arrowroot powder, cornstarch, flour, potato starch, agar. A classic veggie gravy would be veggie stock + flour/butter + maybe some tomato paste.