Sounds like a faulty alarm siren, mine did the same and it had to be changed. Fairly easy job though, it's located under the drivers side wheel arch liner, hardest bit is getting the rivets drilled out on the steel cover. After that it's just a case of swapping them over.
Don't buy new from the dealer, plenty on ebay 2nd hand from about £20 or even new ones from £35-£40
Part number is 1k0951605c
By the way, it may not show up any fault codes on a VCDS scan but can still be faulty.
The internal batteries corrode and eat into the circuit board, that's why they tend to fail