Thanks all. I checked the Audi app first thing and there was no location shown. I called up Audi support and they said they had some location information but they could only share it with the police directly. It took some hours and chasing to get someone assigned to the case and then they were struggling to get through to the right team at Audi.
The copper who eventually came to the house after was very pessimistic about seeing the car again. They seemed to be very professional in the way they got in and used gloves, face coverings, wifi jammers etc. Felt very much like a targeted job.
Needless to say I'm gutted and full of "what ifs" right now but I'm just focussing on getting a fair valuation from the insurance.