Heres a question for everyone... and some images for you to gaze at! *gearbox*

Common problem, just replace the crappy bearing.
My mate had the same thing happen to his A3, same year and engine.

Yeah he had the same problem, you can repair it with a alloy resin or something along those lines. He did this a 4 months ago and hasn't had a problem so far.
But if you are thinking of keeping the car long term then maybe get a new gearbox case. But just the side where that bearing goes, and it doesnt have to be Audi, any VAG group 2.0tdi box shell will do i think. Keep an eye on ebay they come up for under £100 sometimes, get one thats broken on one side but still has the side you need intact.
As for the gear change problem it most likely is the clutch, again ebay sometimes has good deals on these things. Got my clutch and flywheel for £270 (2.0 tdi)