All matters is the oil temp. 5w-40 / A3 / VW 502 have a built-in margin for excessive oil temps. So, if you don't exceed +120c you still have thick enough oil at 10cSt, which is the SAME as 5w-30 at +100c, normal op temp.
See, in reality we can get around on thinner 5w-30, and that's what they use now in Europe.
Syntec 5w-40 is an OLD formula, high magnesium. There are better options, starting with Rotella 5w-40. HD diesel oils change and improve their formulas constantly, while Euro spec oils are locked into formulas that can be a decade old.
idk where to begin, but maybe you should try used oil lab reporting, I use Caterpillar and it's cheap. I went with Edge 5w-30 last winter and it did great in my APR 2.0 TSI manual, and it's no slouch. Here, it's the best 1.8t UOA I ever saw...
The heaviest 40 weight I know of is Mobil 1 10w-40 HIGH MILES, HT/HS around 4.1cP and a ****load of additives, inc newer ones like Boron and Antimony, some oils sport Titanium add packs too, the Conoco brands and the new Edge. The other grades of Mobil 1 HiMiles are excellent too, inc a rare A3 10w-30. Basically, formulated like a race oil.
VW 502 isn't special, at all. Same parameters as the generic ACEA A3 sequence. Basicaly, High-Temp/High-Shear rating at +150c >3.5cP, 30 weight oils are 2.9cP for comparison.