I just got a 2003 Audi a4 3.0 quattro today. I drove it around block and it was fine. So I hop back in go around block once again get back turn keynote and remove it and it stayed running???? Tried everything it would not turn off. There was a triangle with exclamation point with a circle arrow around it. So I pulled fuel pump fuse it died but all dash lights still on soni unplugged battery. Left it off for a hour plugged back up and sonar singing what could be the problem

 

Not sure but do you have a turbo timer? Mine stays on 20 seconds after I shut it off to let the turbos cool off

 

Well unless the previous owner turbo'ed the car, its naturally aspirated, so it shouldn't have a turbo timer

Edit* the ignition could be on its way out (key/tumbler)