As Gaz has mentioned, this will be a worn hex key shown in the image above. The way this engine works is there is a balancer shaft unit which is run by the engine, this then has a hex key (shown above) that connects to the oil pump.
The hex key is a bad fit and made out of soft material, and too short, so over time it wears and wears until it rounds off and cannot drive the oil pump. When this happens you lose all oil pressure.
First thing to go is the turbo as you have found out. If you got lucky you can fix the balance shaft module with a modified part, if you got unlucky the big end bearings and / or main bearings will be damaged and will need a crank regrind or new engine.
The only way to check is to remove the sump and pull the balance shaft unit, then remove the main bearing and big end caps nearest the gearbox to inspect the bearings, as these tend to fail first. If all is well, you can refit the bearing caps with new bolts and do the modification.
Being a BRE engine you will likely need Kit 9 from KMB Parts Direct at a cost of £215 + £125 deposit that is refunded when they receive your old one back. However ALWAYS double check by sending your reg & VIN to KMB to confirm before ordering.
Link to the modified part here....
http://www.kmbpartsdirect.co.uk/oil_pumps.html#kit9
KMB take old shafts and modify them with longer keyways which are hardened and welded in place, then supply a new longer (100mm) hex key which VW / Audi put in their new engines. This is also hardened.
Audi do not sell the shafts and only sell the full Balance Shaft Unit for £1200 + VAT, hence KMB do it on an exchange basis. They need your old one back so they can modify it and sell it on.
This is a big job, but there is lots of info in the B7 A4 section. If you are nearby I am happy to help out also.