Ask the dealer; they are probably broken. Seriously, I hate to break it to you, but you have made a monumental mistake in buying VW. They are without a doubt, the most laughably worst-built cars I could ever imagine. My wife drove one when me met, a Beetle. Re-engineered from the ground up means that they resolutely refused to do anything that common sense or 100 years of automotive history would tell any reasonable person to do. Changing a headlight lamp is normally a 2 minute procedure; in a VW Beetle, it’s about as much work as replacing a transmission.
They ran the electrical wires from the back of the car, through the middle of the car seats, right through the ash tray (which is in the back of the front seats, unaccessible to a front-seat passenger). Neither of us smoke, but any time anyone opened the ashtray for any reason (such as asking, “WTF is this the ash tray?), they’d pull out the wiring for the headlights. That’s right. The headlights’ wiring ran through the ashtray, which was in the back of the carseat.
In all seriousness, it’s easier to change a battery in a Buick than a headlight in a VW. Let that sink in for a while.