Mayfair Audi (on Picadilly) is actually a satellite office of Slough Audi. I've ordered a car from them too.
So far though, the process has been smooth, and given the discount I got, I'd currently recommend them. I shall watch this saga with interest though, and may even mention it as a concern on my order when I speak with them on Monday.
If I were in your shoes their failure to deliver would probably result in my walking away on sheer principle and heading over to another dealer instead, but then I'm the sort of person who will happily leave a weeks shopping in the aisles at Tesco if they won't honour the "one-in-front" policy and go to Asda instead. You are under absolutely no obligation whatsoever to buy the car, as they have failed to deliver the agreed specification. A lady called Tina at Coulsden Audi came within a whisker of the price I got from Mayfair Audi, and would probably have matched it without much effort on my part. They are part of the SG Smith group.
If it were me I'd leave leave them to ponder a simple choice. Make good on the promise you made to me, either by providing the car I ordered or discounting the one they ordered to the same price, or I walk away now, order from another dealer, and pursue the difference in price from Sytner in the small claims court. They need to know that you walking away is not the last they'll be seeing of you. There is no "happy ending with no loss", and one way or another, they will be paying to put this **** up right.
Remove the option of them "getting away with it" and see if their attitude shifts.