I been told VW have discontinued the fuel pump relay so that may be why you havent had much luck

you can still get them from GSF car parts for around £30 inc delievery

go to http://www.gsfcarparts.com/ and click on the online shop, the part number for the relay is 93590

apparentley they can do two types, one with the original fuse and another which has a later type blade fuse fitted at the top

Hope that helps