hi, have exactly the same problem on a 2000 2.5 tdi, have rectified it by removing first fuse at top of box. This controls central locking, stereo & interior lights so now I just have to trace fault. when you reconnect battery I hear a relay clicking from both the left & right hand sides which seems to be on the bulkhead, these relays are not releasing and are discharging the battery after 3 days. If you can live without the above try it, your odometer light will go off too.
Will post soultion when I find it.
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