My s4 seems to have quite a bit of turbo lag between shifts. I just bought this car a few weeks ago. It has a gaic chip as far as performace parts, at least that want i am told. it pushs about 16psi of boost but first gear it spools right up second is a bit slower then 3-6 it can take a second - maybe two to return to full boost.

 

i remember a friend of mine had a similar problem, it ended up being a bad drivers side turbo. open the bottom intercooler pipping on each side to see if there is any oil inside (that's how we found out). it could be something more minuscule, but it's worrying since it sounds like the same scenario.