By 'all fuses are good' are you aware of the two additional 15A fuses *above* the relays tucked way up under the dash on the driver's side, to the left of the steering column.
These two control the central locking and the anti-theft alarm. To get to them you have to take off the plastic pieces above the driver's feet, and then take out the fuel pump relay (in relay postion #4-6 - remember which way you removed it so you can put it back more easily). The fuses themselves are covered with a soft plastic cover, which can be pried off to reveal the actual fuse.
If you don't have luck there, then I'd check out the 'comfort system central control module' tucked up on the dash near the relays, to the left of the steering column. I'm sure V.W. would like more than a few pennies to replace that. If you have access to a VAG-COM you could check out if it has thrown some codes for the comfort system. These would not necessarily make the check engine light go on. I doubt resetting the codes would make the locks work again, but I've seen stranger things happen.
Finally, I'd check the driver's side 'comfort system' control module, which is integrated into the power window motor (why!!?). I had a somewhat similar problem on a 01 Jetta I was working on. Right side window and lock did not work from driver's side switches; all the windows would jerk going up and down, passenger lock would not stay locked. Turned out on mine to the be the passenger side 'comfort system' electronics integrated into the power window motor. Bizarre, but oh too typical for VW electronics. Because the driver's side controls all the windows and doors it could be the culprit. But since your sunroof also doesn't work I would suspect the 'central comfort system control module.'