I swapped my cluster on my 2002 A3 with an S3 cluster, after a bit of troubles (http://nefariousmotorsports.com/forum/index.php?topic=8439.0title=) I managed to pair the new cluster and everything appears to work as it should except that on the new S3 cluster I've never seen the Immo light lighting up.

The S3 cluster part number is 8L0 920 932B, but it had a 8L0 920 930B dump on it. I wrote a 932B dump back on it, then paired it with my car. I checked if the led was removed or covered with black tape, but everything looked fine.

Any ideas why the light doesn't work? Could it just be a blown led?

You could also just measure the voltage on the board before doing any soldering.

I will check the led when the replacement display will get here, hopefully next week.
Could it be disabled by software(maybe at a lower level than the dump read/written with VagCommander)?

There was some talk about this in another thread. Someone mentioned some areas of the dump to change, and all it did was turn almost all the lights off . I ended up reluctantly just desoldering the led. Still hoping to one day figure out how to do it!

Got a link to that thread? Looking for info on how to disable immo warning in the cluster.

It is a proper link but unfortunately it does not contain solution turboat is looking for.
Maybe it is a proper way to change those bytes but one would have to switch them bit by bit and find out which bits corresponds to which LEDs. There is also another problem - at least with VW/Skoda MFA/FIS clusters which will still show "Immobilizer Activated" on the screen AFAIK.

Found a small issue, the remaining distance to service shown on the display is quite random(I think it stays the same  number for 500km -the distance between updates-, then it changes to another random number). Previous number was 300500km, and now it changed to the number seen in the attached photo. Any idea how can I fix this? Is that value read by the IC from the engine ECU? I currently don't have access to a Vag-Commander cable to see if that value is in the IC dump, or in the engine ECU dump.

The rest of the cluster appears to be working correctly, but I do get false warnings about low oil level from time to time since I swapped the clusters(but at the same time I also did a oil change)- I didn't had the time to check the sensor/connector/wiring but hopefully the warnings are not because of the new cluster.