Go on to VW caddy forum, they are a nice bunch, say Toby / Caddyshack sent you and they will give you the answer.

I suspect it may be in limp mode but would expect engine light. Obviously the collapsed pipe needs to be replaced. It could just be that or a blockage further up making the pipe collapse.

My Range Rover did similar and it was a tiny crack in a boost pipe that only opened up under higher boost.

You can buy fault code readers for next to nothing, plug it in and then google the code. You can buy vag com leads on eBay.