I noticed that my A4 tdi's coolant had a brown, rusty colour, asked the dealer to flush the system and replace the coolant, but it came back looking exactly the way it did before the flush? Is this the colour it should be or did the dealer maybe charge me for something they didn't do/ another explanation for this?

 

The dealer may have charged you for something they didn't do but usually Audi dealerships are pretty good about things like that.

If you have to proper coolant for your car it should be a redish color.

If your coolant is a rusty brown color it is likely that you have oil leaking into it. (I am not 100% with diesel engines I used to have a diesel truck) Assuming it is the same as it should be I would get it checked out. the dealer should have mentioned it when you brought it in, if that was the case though.

I would call them and see or upload a picture here and I will take a look at it for you.
also see if it separates into 2 parts?