Just to make sure we are on the same page ... The TDI engine is not "reverse flow", the coolant comes out the top/rear (top/right, in this case) of the head as described. The thing that could seem odd to someone used to how traditional cooling systems are arranged is that the thermostat is at the water pump housing (bottom/front/left in this case) and it regulates the inlet temperature of the water pump.
You need to have the bypass loop connected - the flow through the heater core, which also goes out the top of the engine and returns back in at the smaller connection at the thermostat/water pump housing.
The spherical bottle is part of the pressurized part of the system.
If you hook it all up the way it was in the original VW installation and use as many of the original bits and pieces as possible (including the coolant bottle but obviously the radiator will be different), it will be fine.
Best spot for a coolant temperature gauge sender is the outlet from the cylinder head (top/rear/right). Best spot for a cooling fan thermoswitch is in the return flow from the bottom of the radiator to the water pump and have it set a little below the thermostat opening temperature. That way the cooling fan will only come on when it really has to, i.e. when you are actually stopped with no air flow. When you are normally driving, the return from the radiator will be well below the engine temperature.