Hi
@El1M1N8OR my advise to your questions:
1) worth a try.. you don't know until you've tried. You can also get locking wheel nut removers from ebay/amazon. (don't know quality etc, but would have thought its worth a try for £20) or go to a garage who does locking wheel nut removals (some are even mobile) and chuck them a score.
2) if number 1 fails, this will more than likely be the solution.
3) not sure, but at a guess they'll probs want to sell you the whole lot. Give VW a call and see what they say for sure. Or if you're not overly bothered, remove all of them and just get 4 new normal bolts. wont know with the covers over them :)