I just bought a 2002 audi a4 quatro 1.8 litre turbo, i live in northern minnesota. Its freaking cold here. Last week it was -27 degrees and all of the plastic connectors for my coolant hoses basically snapped in half and had to be replaced. Now i know that the cold can take a toll on vehicles, but i was on my way home from work 2 days ago, and in my rear veiw all i could see was smoke so i pulled over and killed the engine. It seems as tho something either a gasket or a hose (in my mind) is spraying oil directly onto my turbo exhaust. Can someone please give me some sort of idea as to what it could possibly be before i tear this thing apart and learn german?

 

The turbo is oil (and water) cooled. It's possible that your turbo may be going bad. Do you have a boost gauge?