Quite often it will throw a code without throwing any indication on the dash, we had this happen at a rally once years ago up here with the resulting Vagcom report something like "brake light switch intermittent". There are a heap of threads on Vortex as dainese says but get someone to scan the car for you with Vagcom if you don't own it yourself or take it to a dealer and get it done it is the only accurate way of knowing what is causing it.
If you get no codes then some of these threads may help you narrow down the issue.
Check the following threads on Vortex
Haldex Problem
AWD Haldex Issue
My AWD isn't working
Haldex Pump Issue
There are hundreds of others just do a search of the Mk IV R32 forum.
Look forward to an update - hope that it's no too big an issue.
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