I'm not sure this is going to work easily, it will take a lot of work and money IMO. Here's what I've turned up so far.
Ok so the Golf GTI gearbox is very different to all other models, primarily as it runs with a 200mm clutch the others come with a 175mm or 190mm clutch plate.
As I've mentioned before it also has completely different ratios and also has (electronic differential lock) EDL
The G40 gearbox should fit with an ARC code engine.
The O2A can be made to fit if you use an adapter plate between the engine and gearbox. The 1.8 Gti engine uses an 02 mounting
The AVY has been fitted to and 02 mounted GTi gearbox (Lupo GTi)
You might find you could use a 085 ETG gearbox, with some G40 gearbox parts.
The 1.8T engine is a more popular mod for the Polo 1999 and has been done many times although it takes a lot of work and effort.
The golf and polo track is different so driveshaft lengths will also need to be carefully chosen to suit your application.