Check engine light

So this is a weird one. I’ve had the mechanics and
minute lube hook up a diagnostics machine to the
car to try and figure it out but it wouldn’t connect.
After I’ve been driving my 1997 VW GOLF 2.0 and
the heat gauge gets to the middle bar, indicating
that the engine is warm, after a little while while in
3rd, 4th and sometimes 5th hear my check engine
light comes on. If I take my foot off of the gas and
coast for a couple seconds the light goes off.
If I’ve been driving down the highway my temp
gauge goes way down and my check engine light
doesn’t come on.
It happens more with city driving where it’s more
stop and go.
Any ideas on what it could be?
I’m thinking it’s the after market air intake that was
installed by the previous owner.