Have you found the problem yet? You have replaced most of the things I would have suspected. Do you know if your water pump is -pumping-? Its rare, but once I had a water pump where the impeller came loose from the shaft - on my old Jaguar, not on a Jetta. As my 90 Jetta lacks a cap on the top of the radiator, I dont know any quick way to measure water pump flow .
And I wonder if the 'warm-up loop' is vital for the Jetta engine to avoid overheating. That is, the hoses that let water flow around through the heater/block/head until the engine is hot enough to need the thermostat to open. If the heater were clogged or the hose kinked, would it affect the engines cooling system during warm up?
Any problem your Jetta is having might be a problem my Jetta will have someday.