Immobilizer problem

Easiest solution would be an automotive locksmith. Most can delete all keys and then program in the original and the new key to be sure they work for less money that the dealership.

None that I know of. The VAG software needs a dealer ID key number to work with the security software, it will do most everything else but that and there is no mechanical way to make it recognize a key that isn't in the system. From what you posted it sounds like the dealer erased the keys then didn't program the new one because of the airbag code, leaving you with two useless keys. An higher end Autel or Launch scan tool might be able to access the security system but it may not be able to address the keys depending on what the dealer did. A locksmith normally has an ID number that they use to access the security system and program in the keys, but that is the only thing the tools they use do. They don't scan for codes in anything but the security system.