Jesus...Under 4k for an anni! Good deal I say...Unless

When was its last cam belt change? Clutch seem strong? Any noticeable knocking/clanging coming from the gear box?
ESP light will come on because you are wheel spinning I think

Hmmm, you have to turn the engine off and on again as you have hit 'limp mode', a default setting which reverts the car back to normal 'safe' parameters and limits so it can, for example, be driven to a garage. This is not good. Most likely you are over boosting, which is pretty bad for the turbo! Will lead to premature failure. I'd get it logged on vagcom to see what your actuator is up to, it may need adjusting.
Get a pipercross panel filter if you haven't already got one, don't go K&N.
The wobble like sound and vibrations could be lag and your car 'catching up' while having to deal with the torque, then it will be fine, vibrations through the car will probably be through the dog bone mount.