When I shift my A4 from Park to Reverse, it makes a heavy clunk as it goes into gear. Then when shifting into drive from reverse, it also clunks into gear. Any suggestions as to the possible cause? Once in gear, it drives okay.

i have actually the same problem and im pretty sure your ATF needs a drain and replace. i can tell mine does because my 98 a4 does exactly what yours does but only whens it facing downhill. on a flat surface it never makes that clunk. so now i park on flat surfaces until i get my atf fluid back to normal.