Welcome to the site.
There are a number of considerations when fitting oem xenons, coding is a big part of it & the warnings you are getting are because I assume you had halogens before & now fitted these, coding will resolve this, but it also is dependent on the modules fitted & if the module namely network module in 09 in vagcom is a high end or basic aswell as the number of bytes its setup for, so it might not have the settings to change for xenons.
Whats the A3 you have, interms of model engine etc, do you have fogs?
You would have to do 1 of 2 things, 1, ask a member from my sig link to logon & check or 2, buy genuine vcds from me & check/code yourself mate.