I hope you get it sorted but I'm with St Michael on this that it sounds like you won't have any wires to plug the lights in and main dealers probably won't help you either (you might get lucky) - Retrofit like others have done may be your only optionI'll have to ask the dealership(122 miles from me) and then my local dealership about this - maybe they stopped fitting the standard ones at the factory to only see them get swapped out straight away for the ring lights, and the plug is actually behind the door card with the intention for the dealership to fit at PDI. Can't see why the ring lights were in the glove box if I was never supposed to have them. The S3 is meant to have those ring beams as standard spec. Will post what i'm told by the 2 dealerships and will ask Audi UK what to do next if the wiring plug isn't there e.g. if there's a plug in mini loom they need to supply me with.
S3 is supposed to have the Audi Rings still though
Best of luck