Seems a good idea to have the warning triangle easily accessable if required in an emergency. This is an official MG Rover accessory which apparently is copied in other German cars of the same era – bearing in mind that MG Rover as such was previously owned by bmw. So if you can’t find a genuine MG Rover fitting the VW Bora is identical. I have found a copy of the installation instructions ready for when I get hold of one.
MG Rover part no. KCC100050
MG ZT info mods and maintenance 