Sounds like the heater bypass valves.
They are visible by looking into the engine bay toward the bulkhead for two black hoses. The hoses are cut and one valve is placed in each hose. One is metal the other is plastic and have a thin pipe between them. They divert some of the pressurised hot water away from the heater matrix, but when they become fautly the divert all the hot water away from the matrix, hence a bit of warmth at the start then steadily get colder.
Either pay £35 from VW for new ones, or replace them with some copper pipe.
They are there because the pressure caused a matrix to split and the hot water scalded someone -apparently. To be honest most people on here have replaced them with a bit of pipe and as far as I know nobody's has split.