When it gets below freezing - may A4 does not want to turn over. I have to turn the key and hold it many times before it turns over. When it is really cold, I have to turn my heater on in the garage and let the heat in the car run before I even get anything.

It starts to click when it is close to turning over. Does ANYONE know what this is?

 

Probably the battery, get that load tested before anything else.
If that checks out, it could be the starter or wiring.
The nextlikely cause is a faulty ignition switch.

 

It's not the battery. Hoping it is not the starter.

 

Re-manned starters from the dealer aren't that expensive.