This sounds very much like the symptoms I had before I changed out my solenoids a few years back.....it and 3rd gear comes good.second that when its cold wont change gear they drive till 40kmh i think they use first and second gear only after i swear and it hot they start goes up in kmh but still they miss the 3rd too.3rd i change the oil and found it like new and makes how people i listen open plugs ...
The job can be done with the engine completely installed and leaving the front bumper on, that's how I did it.
But if you have the space, and tools removing the front end will make the job a lot simpler. This is the kit I purchased: New Jatco Original 09A VW Solenoid Kit JF506E | Cobra
there's any number of walkthroughs on YT: https://www.youtube.com/results?search_query=09a+solenoid