ur fusebox is gone mate.the mk5 fuseboxes are renowned for this ,the solder track inside the fusebox goes dry and u then lose continuity.thats y no fuses are blown and the heater will work with a live from the battery ,.my suggestion for a quick fix would b to wire up a relayed live feed from the battery connected to the ignition switch so that it will only work when u switch on the ignition as normal