I had the same issue with my new Audi and it was driving me insane. Eventually, I figured out that it had nothing to do with data packages or Wi-Fi hotspots or any of that, either on my phone settings or on the car itself.
How I got it working was going into the “my Audi“ app, selecting my profile, then “vehicle connection” and ensuring that “MMI Wi-Fi connection” is set on and “automatic log in on the MMI” it’s also set on.
Finally, make sure that the Wi-Fi network that you use has “private Wi-Fi address” turned off. The MyAudi thoughtfully includes a direct link in the same section 2 “private Wi-Fi address“.
gl. 👍