One get it scanned but if the tdi is anything like the 1.8T then it may be sludge blocking the pickup pipe which will need the sump dropped and replaced and while your at it replace the oil pump.
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04 Audi A4 B6 1.8TQ S-Line 190bhp 6 Speed Duel SMIC
Milltek Exhaust|VMR boost Gauge|SP51 K04-15 Outlaw (K04-23+)|Samco Sport DV|034 Sport CAT (15bhp over stock)|TT MAF| 380 inj| Autobahn88 TIP|
To be fitted: B7 RS4 F-Brakes|B5 RS4 R-Brakes|SB Stage4 Clutch|