Audio Upgrade

RE the BOSE: pretty sure that all 10 sepaker + sub are amplified.... also remember that if you replace the BOSE sound processing that you lose the active volume (based on cabin noise picked up via the ceiling microphone).

I know some people who have replace the sub with a higher spec but similar power sub... anything more than that and you're likely to unbalance the whole system unless you really know what you're doing.

I've got a few wiring diags (pdf) from when I was looking into this, but I gave up and decided just to replace the sub if it goes and pray the rest of the speakers are fine, which they have been thus far!

The Bose system is fully amped, and you can't cut this out of the system as all the Bose speakers are 2 ohm impedance so connecting them directly to the Sony will fry the Sony's amp.
You either replace the cabin speakers and run them off the HU, or use the RCA input adapter and put up with the "popping" that you are likely to get from the Bose amp.

If you aare gonna replace the speakers then you don't need any Autoleads adapter. There are no speaker connections at the HU on the Bose system (they are all at the Bose amp in the right cubbyhole in the boot), so you can't use the existing wiring at the HU (so no need to interface with it at all). All you need is a bare 8 pin female ISO speaker harness (£2.99 from Maplins) and some speaker wire. The easiest option is to just run the new cable from the HU back to the Bose amp and then pick up the feeds to the speakers from the Bose amp (saves running new cable all the way to the speakers).
As to the power connections, it depends on the year of your A3. this will dictate if you have a CANBUS controlled HU or not. Pre 2000 you are likely to have a proper ignition switched feed to the HU, so option 2 (yellow to red, red to yellow as Audi wire them back to front), 2000+ and it is likely the HU will have a CANBUS controlled ignition on, so there won't be a 12v switched supply at the HU. You either just pair the yellow and red wires from the HU and connect them both to the red perm 12v on the Audi loom and turn the HU on/off manually, or you can wire in an ignition on feed from the Radio S-Kont fuse at the fusebox, then use this to connect to the red wire on the Sony.

No you don't need an adapter for the black ISO power connector, just cut the red and yellow wires on the sony harness and connect them together to the yellow wire on the connector end, or use a piggyback connector to avoid having to cut the yellow wire.
No idea on the ATT wire, probably a tel mute or something similarly irrelevant.

You only need power & earth. The earth is in the correct position already. Illumination won't work as it's also CANBUS controlled, the power antenna should be used to power the aerial amp adapter which you'll need to get radio reception from the beesting aerial:
http://www.caraudiodirect.co.uk/iso-active-aerial-adaptor.html

Can also be used as a remote on for the amp, but ou should have a separate one for that.

No, it just means the HU illumination won't dim with the dash illumination i.e when you turn the headlights on the dash lights dim, but the HU won't.