WARNING: This page is about a different car, the 2009 Audi A4, 2008 Audi A4, 2007 Audi A4, 2006 Audi A4, and 2005 Audi A4. However, it is still accessible from the selected car via links, so may be relevant.
Fig 1: Right Holder For Connectors On Bulkhead
Courtesy of VOLKSWAGEN UNITED STATES, INC.
To Heated Oxygen Sensor (HO2S) G39
To Oxygen Sensor (O2S) Behind Three Way Catalytic Converter (TWC) G130