Could be lots of things and your quickest option is to get the fault code(s) read to point you in the right direction.  You may well have codes that any garage can read, but a good Audi dealer should give yuo a price simply to read the code - then you can check the relevant items yourself if you're up to it.  The only guess I'd make based on what you've said is that there may be a fault in the fuel supply (on load is when it demands most) so the fuel filter has to be the first check.

Hope that helps

Tim