Just one of the reasons most buyers won't touch a modded car. You can have a car that has been designed and balanced by a major car manufacturer at the cost of millions, or you can have one developed by chummy boy on his drive using the bits he could afford off eBay.
I agree with what you're saying there. The link OP posted is from a company called RTMG who have developed there own package (Turbo upgrade, intercooler exchange, intake, blow off valve, custom remap with rolling road etc) and have been developing it on their own car in-house for awhile. They've posted video's of progress on their pages about it in the past. If OP were to use their knowledge and package then I think the results would be a safe increase in performance. I know JBS Auto are currently doing their own development for the 1.4Tsi too so they can offer a package for performance improvement.
Along with what you said earlier though, selling a modded car is often a ball ache at the best of times, and you do not get the cash back. Been there, done it, still doing it! But I accept the loss before making decisions, and plan on keeping the car for a good while, so personally it doesn't bother me. Plus I've kept original parts to return it to standard once the time to move on comes along should a potential buyer want it as standard.
In response to the original question at hand, with a hybrid turbo upgrade at the least you would need a clutch upgrade. These engines use a water cooled intercooler and that will be OK as is, however after prolonged hard driving you will get heat soak problems. For the odd blast of acceleration it won't be an issue, but if you're wanting to do track days I would consider converting to an air cooled intercooler. Again, that is extra cost and modification to do.
In terms of internal engine components, I haven't seen any reports of issues with going higher up the power band, but it isn't well explored territory. Just be prepared to potentially have the
problem of big issues should you go forward with your idea. And by big issues I mean the engine going pop. Any modification is a risk at the end of the day. As Mr Pig said, manufacturers develop their engines and components with a level of power use in mind and reliability for years worth of motoring. Changing things about can and does cause unexpected consequences.