I have blown 3 hgs in mk3s and only one had a low compression and leakdown didnt show up normaly it was leaking then stoped as the coolant system built up more pressure than the rings held. All of mine blew on #6 at the very rear into the coolant jacket in the back.
You should be able to notice a cyl miss when started up cold but after it has been able to reach warm operating temp on previous start. When you shut off engine coolant is able to leak into cyl but while running u will get air (Compression) into the coolant keeping it out of the cyl. So when u start it will miss until coolant is expelled through exhaust and plug is able to fire again.
Something somewhat off topic about blowing turbos i have seen many turbos die from blown headgaskets, when u get enough coolant into the cyl after a hot hard run and blow the gasket, the coolant will rush into the turbo and will make some nice cracks inside the housing due to the coolant cooling the turbo too fast. So check inside the turbo exhaust housing for cracks while it is all apart.