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I had the same problem about a year ago. 60,000 miles I had my valve cover gaskets replaced and the burning oil smell quickly went away. Around the same time the mechanic told me I was experiencing some oil leakage from one of the turbo's, but said it wasn't a big problem. Right now I am experiencing a terrible odor(doesn't smell like burning oil) after I drive th car, and my driving style is relatively tame to say the least. Any thoughts?
2000 S4
The smell could be transmission fluid burnng off on the hot manifold. You wont smell on a cold engine, but on a hot one. It could be from the rear trans seal. Vey stinky! Is there any clear thick oil on the ground? That's it! If you drive with windows closed you wont smell it. Open the windows at a stop and you should smell it. A notorious mistake is to fill the reservoir when the engine is off. Make sure it's filled when running. I did 2 trans seals on my A4, one a 60K, then 90K, At 133, it doing fine...Knock on wood! Now I am dealing with some leaky turbo lines. The turbo runs great, my indi mechanie noticed it, but the dealership will fix it, I hope.