I had same problem with a 3 series bmw. There was hot water in the heater matrix but there was a blockage part way round. One pipe was extremely hot, the other only warm leading to not hot air in vehicle.#
Solution - disconect both pipes leading through bulk head into heater matrix in car. Flush the heater matrix both ways with a hose pipe and while you are on you may as well empty the expansion tank and replace the coolant. This worked a perfectly after bmw stated I needed a new heater matrix.
Also had same problem on mk 2 Golf Gti - fixed this the same way.
Hope this helps cheers Rob