Q&A

 Master

It sounds like you have a an electrical issue allright. Is your radio/CD stock or did you have an aftermarket one put in. I ask this because many people have weird problems with aftermarket radios in VW.
After Market radios on VW are trouble. They can even make them fail an emissions test. Often times people tap into data bus lines thinking that the are just wires. This can really cause chaos. You need the correct wiring diagrams for your vehicle. Begin tracing all the wires behind the heater controls and behind the radio. Remove any non-factory looking connections and wires.
This could take some time. Good Luck.

 Journeyman

With the radio disconnected or removed see if the problem occurs. If all is well the radio/wiring is somehow involved.
If you have manual heating and ventilation controls there are no diagnostics via a scan tool available. Check per wiring diagram. As I recall it is pretty straight forward.
If you have automatic heating and A/C or "climate control" check for fault codes with an appropriate scan tool.
Finally , again with the radio disconnected , check for stored faults in the ABS system.
Hopefully some clues will be offered after the above.........