No. http://www.myturbodiesel.com/1000q/a5/transmission-removal-VW-Jetta.htm Here is the article for the mk5 Jetta. The bellshousing stays on the transmission. How would you remove it with the transaxle in place? There's enough clearance that the drivers side shaft can stay there. On older cars it helped a lot to remove the transmission axle flange but these cars have plenty of clearance.
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