The cable in the headlining is purely an extension cable, just ignore it. The new aerial cable should run all the way to the HU. You will still need an adapter as Audi don't use the banana plug type connections, they use ISO or Fakra (depending on year of A3). You will also need to connect the red wire to a switched live (power antenna or remote on) on the HU so it provides power to the new aerials internal amp when the HU is turned on. Presumably because your rear speakers no longer work you have swapped the HU to an aftermarket one?
Again depends on year of A3 as to which adapter you need to link the HU to the rear amp. If it's a pre 2004-5 then you'll need PC9-404, if it's newer than that then you'll need PC2-75-4. If it's a 2004 or 2005 then you'll need to look at the wiring as they was a crossover between the 2.