You may struggle with 20s. You might be able to get around 30mm, depends on the clearance of the wheels. If you get coilovers you can adjust how high/low you want the car. Also because there a more compact system you have more space under the arches for bigger wheels.
All the A4's I have seen this is true for the front suspension; however, the rear has a separate spring located in-board and down away from the shock, so any coilover will be much larger than just the standard shock and will not fit as large a wheel/tire.
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