hey there... i have a '97 mk3 gti with the same total enclosure system as yrs... and yeah, i'm getting the same problem, as in no noise from the siren when the alarm is set off. When i bought the car, the lady who owned it before me told me that she had turned the siren off, as it was bugging her if it ever went off in the night. She also pointed out a little key on the fob, and told me that if i ever want to turn it back on, i should just stick this key into the siren and it will activate the sound again. So i tried this, and it now makes a very very very very quite mouse like sound, lmao

which is crap!
went to VW, but all they said is that they don't stock spare parts or instructions for their alarms, so that was a load of use :/
so i'm left with no sound, and from reading this, i might just got and check the wires, so if there is a semi loose connection somewhere which is providing a weak source of power to the siren.
let me know how you get on.
sono