Okay, for clarity, Sam does NOT have an oil cooler on his/her car.
The water/oil coolers used on GL's/larger engines, sits between the oil filter and oil flange (the part hanging off the block with senders in it)
They look like this....
http://www.vwwatercooled.com.au/forums/
Sams car simply has the oil flange with the oil filter directly attached to it.
http://www.vwwatercooled.com.au/forums/
I've got an oil leak in the same location cept I have a tangled mess of coolant hoses, connected to my oil cooler, to remove before I can replace the seal.
Sam, grab a mirror and torch and start hunting around to try and find that coolant leak, it may just be something simple.