If you've followed the BLACK/YELLOW wires from the Central Control Unit, Body Control Module, whatever you want to call it, (J519) & not found the joint yet it must be further up the steering column somewhere.
When you buy the VW kit for cruise control, it's the same parts that VW would fit, the short loom that comes in the kit only stretches between the steering column stalk connector & J519 with the exception of one wire, another BLACK/YELLOW wire, which routes to the engine ECU, (located under the main vehicle battery).