the live is probably not the problem, its probably the key in ign feed which is the problem, my car does exactly the same thing when you crank it on the starter the radio cuts out.
if its loosing all its settings or whatever, i wonder if you got the ign live and permanent live the wrong way round? the vw ISO plug has these switched round to how most aftermarket stereos are wired. yellow on the HU is permanent live, red is ign live, and on the vw plug red is permanent live, red/brown is key in ign live. if you dont want a switched feed at all, most stereo have a double connector on the live pin which you can plug both the ign and main stereo wires into if that makes sense
if you want to run your own live there are spade connections on the top of the fusebox that are live, and some lower down but you need a proper vag connector to pop into them. its like a big red jumper block with 4 pins on the back, you'll see what i mean
