I have a similar issue. I have a 2007 A4- 2.0 Tdi- B7 (125Kw). For about the last 3 months I had issues with the car sometimes starting. In the mornings its no issue, but once driven, sometimes it wont start. The glow light will not come on and the motor will only turn. After turning the ignition on and off the glow light will come on again and the car will start. (Sometimes it wont start even if the glow light comes on again). Once the motor started, often the ESP, Handbrake light will flash.....until I turn off the motor just to repeat. There is no consistency in this issue, I can drive for a couple of days without this issue and then other days it will be more common.
A new related issue that started is, that if I are on the open road, the glow plug will start flashing and go into "limp mode" and the cruise control will not work. Just to stop and switch off the motor and restart.....and issue is gone. I also sometime feel that there is sometimes a lack of turbo boost on hot days (South African Summers)., but then other days nothing.
I am almost sure its not a mechanical issue, but electronic. maybe a loose connection, maybe a faulty ECU relay...not sure.
The vehicle only has 135K Km on it and never had issues. The vehicle has been diagnosed but no results, due to not diagnosing at the same time when the issue occurs.
Can anyone HELP!!!!