Interesting that everyone says it sounds like a boost leak, because in my opinion it's equally likely that it's kinda the opposite
problem: an overboost caused by a sticky VNT mechanism.
As the revs rise, the VNT should first "open up" to increase the boost up to its maximum, but as the revs rise further it should then start to "close down" in order to keep that boost under control. If it didn't do that then the boost would rise too far.
It could be that your VNT mechanism is opening up successfully but then failing to close down fast enough to prevent an overboost as the revs get higher. The ECU will detect the overboost and go into limp mode to protect the engine.
If you have VAG-COM, you can try exercising the VNT mechanism. I think it's Group 11 you need, and click on the "Basic Settings" button. The engine will go into a fast idle at about 1400 rpm and start cycling the VNT backwards and forwards every 10 seconds. Leave it doing this for 10 minutes or so, and it often frees up the mechanism.