Ok. The dash ignores the oil pressure warning below 2000rpm. So you'll probably find that the pressure is low all the time, and your only getting a warning when you rev it or drive away becasue the engine then climbs over 2000rpm. Oil pressure increases with revs, so if its low enough to bring on the warning at 2k, its even lower at idle.
Its a stupid design, but thats what Audi did.
The usual cause is a blocked oil pickup. The cure is either to remove the sump and clean out the pickup, or remove the sump and replace the oil pump itself. Unfortunately that wont fix any of the damage that the low oil pressure has caused. By the sounds of it, your turbo has already seen the effects and the noise is likely due to its bearing having become damaged with the lack of oil.
At this point you have a choice, you can either fit a new/used turbo (preferably along with a new oil feed line) and fix/replace the oil pump and hope the rest of the engine has survived, or you simply replace the engine as a complete unit.