I noticed a post recently regarding this issue, which I also had on my S4.
It appears though the bulb holders were getting embrittled whether it be through heat or age I don;t know however one of my sidelights couldn't sit in the holder as it had cracked and broken. MOT time is coming up so I decided to take a punt and bought two of the A4 bulb holders from the local dealer to see if they fit. Luckily they did and it is an easy repair.
See photos below:
1 - What the good bulb holder should look like
2 - What the damaged one looked like
3 - What the new holders look like and part no
4 - The heat shrinkable crimp connectors I used (hey, I was going for quick and easy. Obviously you can solder and heatshrink something much neater)
5 - I have used these crimps before and they have a glue type stuff inside the shroud part which gives a good seal onto the wire insulation as can be seen here
6 - Crimped and shrunk on the bulb side, basically saving time as it was freeeezing outside and nice and cosy inside.
7 - How it looks when fitted but before dressing wires into the housing. I just snipped off the old connectors then crimped on. Take note, it is easier to disconnect the full beam connector too as it gives you more slack on the tails.
8 - You then end up with a bulb holder for the wedge type sidelight bulbs (i think are they W5W?) and there are a decent selection of standard or LED bulbs you can use.
That's all folks. Pretty easy and much much better than buying a new headlight unit!