Not seen your other thread.
Tricky one, Oil coolers are possible to split, but so is oil possible to break into a water-way.
If this leaves the cylinder ring still sealed it means neither will show up as reduced compression or a sniffer test.
The oil is at a much higher pressure than the water, oil is going to show up in the water for either of those problems.
Your Mayonaise at the dip stick could just be severe condensation - depending how little your VW is getting used or the tube is cracked.
If you are convinced its not the head gasket, an oil cooler isnt too expensive and pretty easy (but messy) to swap out -put some cheap new oil in and see how you get on