The yellow wire on the HU (perm live) needs to go to the red wire with white stripe on the Audi loom, the red wire on the HU (switched live) needs to go to the yellow with red stripe on the Audi loom (3rd along from the fat brown ground wire).
This won't effect whether the unit works or not, just provide ignition on/off when you pull the keys out, rather than having to manually switch the HU off.
Have you wired up the flying lead on the RCA adapter to your remote on/power antenna lead on the HU?
This is the trigger to turn on the Bose amps, so without it the system will not work.
The changer won't work with anything other than an Audi HU.