There are basically two types of EGT sensors the VAG use as far as I know. The K type thermocouple which tend to be quite thin like the one you pictured above with the AQ part number and the platinum resistance 200 ohm type which is the one pictured above with the A designation.
If you had VAG-COM you could connect it turn the ignition on and see if the fault cleared, if you connect a thermocouple type to what should be a resistance type that may not clear the error, also you could look in the measuring blocks and see what temperautre it is reporting.
I have some 200 ohm types from my tatting with the Passat on which I had a BV43 turbo.
This is a platinum 200 ohm type,
If you look at the shank where the part numbers are you can see the 200 ohm designation
These read 200 ohm at 0 degrees c on a multimeter and about 215 at 20 degrees c .
If your old one has the same marking on as above and you have a multimeter check the resistance of it and it should be around 210-215 ohms at room temp.