That depends.
1. If you're planning on buying the car by paying off the balloon payment at the end of your PCP term or are financing the cost of the whole car to total ownership, then use the bank's loan.
2. If you're planning on giving the car back at the end of term and not buying another Audi, go with the Audi finance, or do as per 1, but sell the Audi - at 3 or 4 years old it'll be worth more than what you owe on it.
3. If you're going to get another Audi at the end of your PCP, you could do either, but you'll probably have more equity in it with the bank loan.
Car finance is easier to get approval for than an unsecured personal loan, so keep that in mind if your credit rating is less than ideal.
Even if you don't go with the PCP to term, you still want to take it out and settle within 14 days to keep the deposit contribution (which will mean already having that bank loan set up to pay it off).