I would get the car on stands get someone to hold the steering wheel while you try to work out where the play is. If you say all your components are all relatively new I would check if everything is tight under there,subframe, rack, arms, a balloonists etc, if not I sound like play in the column or UJ at the bottom of the column, 2 plastic clips behind the pedals remove the trim, you can get move wheel while looking to see if the rack moves when UJ does etc, will need 2 ppl again tho.
Rack change isn't to bad, just make sure u get the alignment done reflash at VW, charge for half hours labour to code... If they know how to do it lol