no... to 'void' a warranty, audi must prove that a problem has been caused by your change.. for example, audi is not alowed to 'notice' that you changed your filter out and then tell you that you have no more warranty. if you have some warranty issue, they would have to prove that that problem was caused by the new filter.
now... if they were able to prove that the filter caused the problem, your entire warranty would not be done. you would still have warranty on the rest of the car that is not affected by the filter.
the chances of a filter harming anything in the car is slim to none.