I have the exact same problem mate,and I have full payed up vag com. if you find the answer let me no and vise versa 
Glad i'm not alone then

Well i managed to get a payed up version today so re-scanned and after some more searching i found that my new ccm module (exact part as old one)is coded for a 4 door/power windows model,so i re-coded mine with correct code for a 2 door/power windows model now have no codes

so enabled auto lock/un-lock,horn beeps on lock/un-lock i still have no flash or beep but this led me onto my bonnet catch/switch which is i find to be problematic so i tried this taken from a post on uk-mkiv's :
found out a little something for people that dont have a beep for when they lock
lock your car with the driver window open and pop the bonnet if the alarm doesnt go off you may be on to something
lift your bonnet with the car still lock and you will see inside the latch at the bottom middle a little sensor with a switch on the top try bushing that down and see if you get a bleep or set the alarm off
if it does it's faulty next try unlocking the car push the switch down and lock the car and if you beep you know what you need to change Cool
hope this help Big Smile
pretty sure my microswitch is faulty plus my catch has to be loosened to lock the bonnet,so will be ordering a new catch/loom assembly from vw i hope this solves it
