I don't mean to come across crass here but it seems to me there is a lot of this story missing, being misinterpreted, etc.
VW builds fine transmissions and you're stating they're failing every 2-3 months. These failures are not going to be due to faulty manufacturing; assuming the transmissions are really being replaced. They may fail due to someone cutting corners on the first replacement but it's not a bad transmission issue.
Metal shavings are due to an internal failure, which could be anything. As to continued shavings after the trans replacement this could be due to someone not replacing the converter or cleaning it, not cleaning the cooler lines, etc. as I stated previously.
You have receipts and claim this is all under warranty. I maintain to you that VWOA is not going to buy you 3 transmissions without ripping somebody at the dealer apart (and making the dealer pay for them) and those transmissions do NOT get sent back to VWOA.
I have also mentioned previously that you should contact VWOA at the regional office and verify whether the dealer is yanking you around on this or not.
Remove and replace the transmission on a repair order does NOT mean remove the old and in with the new. It may simply mean remove the old, fix something, and reinstall the original.
Just being curious, did you buy this car new? Up until the first failure have you maintained the transmission with regular fluid changes and if so, who has been doing this maintenance?