Update: 10th January, 2016.
A satisfying day.
I installed the Milltek de-cats yesterday, so I was able to fit the S4 front axles. o2 sensors fitted too.
As I posted previously, the angle of the aluminium radiator pipes was wrong, and will need addressing. I have cut the inlet and outlet pipes at the right angle to be welded to the radiator. The modified 4 cylinder front crossmember also needs to be welded (boxing the notch). I've loaded them into my B5 2.5 TDI V6 Quattro's trunk, they'll be dropped off at the shop tomorrow.
Aircon hard pipes to compressor have been connected, with new O-rings.
For an OEM airbox solution, I had purchased 2 to choose from - C5 S6 and B6 S4.
The S6 airbox can be used, but I'll mean either running the S6's throttle body intake, or cutting the D3 A8's intake pipe down. I'm not keen on treading this path.
The B6 S4 airbox is better suited to the BFM engine and throttle body intake, which is what I ended up using. I need to cut off the lower mounting pegs, and make my own to fit the rubber bungs in the B5's frame rails.
My motorsport trans mounts are not right - they are too thick, meaning the 01E's shift linkage it really close to the transmission tunnel roof. I have spoken to the supplier, and they are sending me another set. The ones I have are okay for an 01A, where the shift linkage goes into the transmission tail, they are sending me a set that will work with the 01E. In the interim, I'm using the stock 30V mounts.
Some pictures of current progress.
Pictures showing B6 S4 airbox. Ignore the spiffy MAF connection, I haven't fitted a worm clip, as the airbox is coming back out, so I can install the SAI pump below the frame rail:
Under shot showing Milltek de-cat pipes:

2000 Audi B5 420-R, Pelican Blue:Work In Progress.
2000 Audi B5 420-R DTM, Santorin Blue: Work In Progress.