I am retired and purchased my '08 Audi for a fun car to run around Houston, Texas. This was my first Audi. I have had 3 BMW Z4s and 3 Nissan 300ZXs.
I had a similar bulb indicator warning in one of my 300ZX by replacing two of the six brake light bulbs with a 1 watt stronger bulb. That higher amp draw allowed the car computer to turn off the bulb out bulb warning..

With my Audi, I have had warning indicators of one type or another almost the entire time I have owned the car. But, I was able to resolve the problem and the warning indicator would reset.

This last warning has me very puzzled. Burnt out bulb indicator with "Right Main Beam" message. Both main beams are illuminated.
I replaced the HID bulb on the right with a new one and still have the warning. While pondering this situation, I discovered that my high beams don't come on.
The high beam indicator is illuminated, but the head lamps do not increase in intensity.

Perhaps the ballast is bad. So I switched the ballast from right to left and left to right. Still have the same warning light and no high beams.

What else should I do to eliminate this problem?