2003 Volkswagen Polo fan heater

help im looking for advice,my fan heater in my polo only works on setting 4+not on 1,2,3. do you know what the problem could be.we went to a scrap garage+got a new heater control thing+it did the same. so id be grateful if someone could help,so i can take that one back.and if having no air was bad enough we now have no heat as the rod that go in to the back of the heater bok came out 2+we cant find where they go back in,so all we have is cold air.