They can be removed with the engine/transmission cradle lowered, tilted down more at the back that way you can leave the coolant lines at the front connected. In the pic above you can zoom in and see the two red circles which are the two EGT sensors. I don't think they are available from an Audi dealer anymore, maybe from Audi Tradition, not sure if there is an aftermarket option. If you drop the whole assembly there are a lot of hoses and seals which will be open to replacement. Depends on how much work and how much money you want to drop into it. I've had my engine out/in twice now and with a lift it isn't difficult. I thought it was a lot of work and it does take time until I did my RS5, now that is difficult. Wish I was around in WA still then I could give you a hand but I'm a couple thousand miles away.
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