If you can't find any faulty bulbs (check number plate rear lights too?) or connections then I fear it may be the same fault that befell my Cupra and a few others with factory Bi-Xenons. VCDS can clear the lamp, but its likely to come back.
The fault could be linked to both or one of the main headlight lamp units. The way to see if the fault is connected to the lamp unit, is park the car in front of a wall or other solid surface. Or otherwise get someone to stand in front of it as you switch on the lights.
If the levelling system isn't working they may not move, or only one side may move, check they move when you steer too, they should move a little to the left and right as you steer in those directions.
Alternatively it could be associated with the main beam. They employ a kind of cover that blocks the main beam lamp when in dipped setup. A device is supposed to lift the cover to expose the full brightness, this then drops down when you select dipped beam. If its faulty, you might select main beam and find one or both of those covers drop after a few seconds even with main beam selected.
Any of those faults are likely to illuminate the orange warning lamp on the dash without a bulb out warning.
In my car the whole light unit was replaced. So speak to a dealer, I presume on an 08 your still in your warranty.
