To reference DTUK website:
Q) Can the vehicle manufacturer detect a tuning module?
A) There have been many instances of manufacturers detecting "remapped" software within a vehicle's ECU (Electronic Control Unit). However, we do not remap the ECU so this style of detection does not affect our products. We work downstream of the ECU. We are not aware of a single instance of a manufacturer detecting a tuning module if the tuning module has been fully removed from the vehicle prior to it going in to the dealership for maintenance. However, the fact remains that vehicle manufacturers will continue to enhance and upgrade their software so we cannot state unequivocally what the future will bring. When purchasing any form of tuning the purchaser assumes all inherent risk that those modifications may bring. No guarantee is offered with regards to your original manufacturer's warranty.
I've always removed mine when it goes in for a service (2 min job) and no one has ever said anything. If there was a separate ECU issue and they had to start digging to find out why then maybe they could tell the engine wasn't running as it's meant to, hence come to the conclusion it must have had a chip. Who knows, pure speculation. Anyway, I took the risk!
In the cars life, 3 1/2 years, it's had the occasional harsh judder at motorway speeds and under hard acceleration but of course no way of telling if that's anything to do with the chip. Recently, out of warranty, the engine management light (actually I think it's just the glow plug light but says engine management issue) has started flashing when starting the car and goes a bit sluggish. I just turn the engine off for a minute and back on and all is fine. Again, no idea if that's to do with chip, was going to remove it for a while and see if it carries on.
Upgrading to A4 Avant for a much bigger car than my current 3 door A3! Was a bit weary on moving over to auto but really liked the effortlessness of the S Tronic when I had the test drive. I spend a lot of time crawling in traffic around the M25 so will make it much easier. I find the A4 wants to be driven in comfort, whereas my A3 S Line with S Line suspension wants to be driven harder and swung around corners!.. (I've not actually ordered the A4 yet though.)