Sounds like a cluster display issue to me, if the running temps are fine as the obd would show, personally I wouldn't worry too much. It sounds like you've tried everything else.
Also, I am NOT an Audi technician or vehicle tech of any description and often wrong. Are there other temperature sensors that could be replaced as well as the one you have already done?
@Sid2020 knows his stuff, perhaps he can assist you better than I