You can syncronise Gazebo and Simulink with the Gazebo Pacer block in Simulink and a GazeboPlugin (provided by MathWorks) in your world file as described in the link.
I have managed to do that by launching a .world file and running a simulink model in sync with it.
However, the Gazebo Pacer block resets time in Gazebo which causes PX4 to stop.
So I am going to try starting Gazebo first, then sync with Simulink, then connect PX4. Ill update you if it works.
Please let us know if you find a solution.