I had this
problem when I got mine, I changed the cambelt and waterpump as I had no history if it,
problem got better but not fixed, I then changed the thermostat and ect sensor and now she sits at about 92-95 constant regardless to weather/ heater being on, only difference is it takes longer to warm up in winter which is pretty acceptable.
When I put my scanner on (not vagcom) it gave me a reading of les than the gauge reading but still neither we're enough)
Water pumps do break, as they have a plastic impeller, I also heard of thermostat housings breaking as they are also plastic, I've never had to change one (only been in the trade for 6 years, but some if the guys where I work have seen it),
I've heard that if its air lock, leaving the pressure cap slightly loose and driving it can release the air, but be VERY careful, if it goes too high it'll boil up/ over heat as it needs to be pressurised really.
My thermostat was less than a tenner from gsf and was the cause of most of my problems...