Ok when I got home I found a piece of foam around the tire well under the car. It was on some bar under the car, and was hanging down. Here is the part number 8D0 201 245D ....it also say JKL <PE> "DE" on it..
Does anyone have a clue?

 

without a picture it will be difficult but to have a guess if its round and looks to fit over a pipe I would say its for the A/C pipes to prevent freezing same as lagging on water pipes

 

Called audi, and they said it goes onsome evap valve, or something back around the wheel well

 

??