hmm, well, there will be like you say, constant live, switch live, Illumination (goes live when you switch on the lights) speakers right & left, an a few other in there, the fact the wiring is that well bodged it is almost impossible to internet diagnose, but deffinatley sounds like fuse related with all those bare wires.....
the caddy is polo based, closer to the polo saloon in fact as it uses a 6k subframe ( same as ibiza ), If i were you id search about for a wiring diagram, and have a search about the caddy forums too....