I'm guessing you have the wrong revision cruise control stalk.
You say in you original post that you have added the wire. I assume you mean the wire into the engine bay.
You also say in your original post that you have the correct steering wheel control module and slip ring. Are these original or have you retrofitted a mk6 wheel and the associated parts?
If original, for your year car, your cruise control stalk should have 8 pins. If you've retrofitted to mk6 wheel along with a CH revision steering wheel control module then your cruise control stalk should be a 'G' revision with only 7 pins. Revision 'G' and older revision stalks both have 8 wires but on the revision 'G' the 2 yellow wires join together and go to only 1 pin.
Even if you have bought a revision ’G', check to make sure both yellow wires are joined together and only going to the 1 pin.
When I retrofitted my mk6 wheel the cruise control stalk I bought was supposed to be a revision 'G' but the wires were the same as my old stalk. I was having the same problems as you.
I actually joined the 2 yellow wires in my original stalk (from memory it's the outside pin that you leave vacant) and reinstalled that. Problem solved.
Hope that is your issue too.