Have you tried perhaps putting your hand right next to the sensor? As in touch it while the car is locked?
Does the Golf not maybe have an arming procedure? I remember the one Camry we had a while back you had to wait about 3 minutes before the actual sensors switched on. How much time have you given the car before testing the alarm?
Perhaps try see if the anti-Tow deadlock is on? That is also one of the switches on the door panel.
And then as a last suggestion.....
Try locking the car with your other key? Cos you get two keys and a black one I think? Try using the other set.
Mike
