Just had my 2.0tdi 177bhp A4 B8 2012 back from Audi. Same problem. Cold weather, not getting warm. I've seen the technical documentation from Audi that details weather colder than 5degrees when the climate control is set to more than 22degrees can cause the engine temperature to fluctuate between 50-70 degrees, even after the engine had got to temperature. This problem is most prevelant when driven at low revs. Basically the ceramic auxiliary heater cannot warm the cabin enough so the car draws heat from the engine, which causes it to run cooler.
At the same time they gave me this advise, they also changed the EGR valve, which could have made the temperature slightly lower but not the cause.