Have you checked your manifold flap actuator? They are black plastic and snap if something gets clogged or breaks in the manifold flap mechanism. It's a classic fsi issue, both of mine have had it. Not sure if it causes limp mode though. The best advice is buy a code scanner 20 something pounds on eBay, it saves a lot of pondering...cheers
Hi there is no limp mode on the fsi --but im guessing your seeing poor performance ? if the exhaust is leaking close to either of the exhaust sensors then that could well be putting the mixture out and giving poor performance. Any warning lights on? The EGR valve has a small pipe made from stainless steel and is corrugated which runs under the high pressure fuel pump on the right hand end of the engine-- this can crack and sound like an exhaust leak this will also cause poor running and often not put the engine light on.
good luck mike