are you installing the engine from the polo too? if not then why would you need the ECU from it?

you'll need the sender from the gearbox to make the clocks work. that's where I'll leave you. I tried putting mk3 clocks into my mk2 and it was turning into a major headache so I left the mk2 ones in there.
matrix wise I'd advise fitting the polo one. it's another headache to make the polo's heater controls work with the caddy matrix. I used the mk3 one which was well simple once it was bolted in there. you may need to drill some new holes though.
if you're running everything from the polo then maybe changing the fusebox and every wire over in the car would be an option, but I think you'll have to do some major work on the looms and the polo isn't as long as the caddy.