I don't know about VW's but I have had a couple cars go into Limp mode. My Volvo's ABS module started acting up and it would put it into Limp mode, does you car have traction control? If so, it could be the Traction control or the ABS. That has been the issue on a couple of my cars, including a Mercedes C320. It won't give a CEL either, but I would get a TC light or a ABS light... Hope that helps