If you want an alarm then as Maverick says, get the factory installed job - less potential problems, much better integration.
Just so you know, without one of your keys it is very difficult for a thief to start up and drive away a VW (the immobiliser cuts the engine out after 2 seconds) .
Of course they can still damage it in situ (but an alarm probably won't stop that as so many people ignore car alarms these days). It seems the trend these days is for the thief to either steal the key from your house or threaten you with violence and take the key from you. They can also winch your car up onto a flat top truck or trailer and take it that way.
It depends on what risks you are trying to prevent, where/when your car spends its time (ie how vulnerable it is), and how much time and money you want to spend. The cheapest thing to do is to NEVER leave anything of value visible to tempt thieves.
2017 MY18 Golf R 7.5 Wolfsburg wagon (boring white) delivered 21 Sep 2017, 2008 Octavia vRS wagon 2.0 TFSI 6M (bright yellow), 2006 T5 Transporter van 2.5 TDI 6M (gone but not forgotten).
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