Welcome to TDI Club. Without codes these are all just guesses mate. No priority to list order - just how my brain is working this morning.
If I were betting, I'd bet on number 3 as potential root cause. Keep us posted as to what's up.
1.
VNC (variable turbine geometry) control issues. It think this would be more likely to result in overboost. Overboost throws codes and drops the car into limp mode. This happened to my 2L TDI recently (~ 14.4k miles). I can't be certain I had a VNC issue, but it hasn't happened again (now at 15.5k miles).
2.
CR rail pressure control issues. Under trailing throttle (while shifting) CR pressure probably rockets. Perhaps the controls are dropping CR pressure a bit too far. Then under power demand (after gear change) the engine can't deliver. Because the engine seemed to do well under power before shifting, this doesn't point toward HPFP issues which we are all over-sensitized to expect. I've done some CR pressure logging with VCDS. I've always found that the system recovers CR pressure quite well -
so this is not a very likely root cause. Just mentioning it because it passed through my thinking process.
3.
EGR transition issues. If your 1.6 is like my 2.0, there is a transition between high pressure EGR (exhaust gas recirculation) at lower RPM and low pressure EGR at higher RPM. If you think about it, during gear change engine RPM shifts may be forcing the engine to shift between EGR modes. High pressure EGR valve may be sticking a bit flooding the intake with low O2 gas while at the same time bleeding exhaust flow that should be available to spin the turbine. This would be my bet in your case. From VW's SSG on 2.0L TDI's: