I would check all the coolant lines in the engine bay. They should all get hot after the car idles for 15 minutes or so. What you're interested the most in is the rear main pipe. If that gets hot, then probably you look at three scenarios:
- you didn't bleed it "properly" at the heater core, and may still have some air pockets in between the rear main pipe and the heater core.
- the heater core is clogged and needs to be replaced.
- the flap actuators are not opening (Jim-Midniteoyl could give you more details on the issue). As you cycle through the air distribution settings (windows, footwells, dashboard outlets + rear center console), do you hear the flaps opening/closing/ or changing with each setting?

 

Ok, today i have did some more checking and bleeding. I bled it at the bleeder screw in front of the engine and at the heater core. I could not locate the bleeder screw that is placed on the main rear coolant pipe (Under the expansion tank). I've used Mitchell and Alldata to figure out the position of the screw. On my audi it seems like where the screw is suppose to be is where the line from the Expansion tank is connected too ( the smallest line coming from the Expansion tank).

Are the heater core's inlet and outlet hoses suppose to have constant flow? Are they suppose to be Under pressure?

It warm as hell when you drive it but cold as hell when you are at the light or something