Too bad no one with an Audi installation has replied, but this forum doesn't see a lot of action these days. Some of us still check in from time to time. I do not have an Audi, but maybe I can steer you in the right direction.
You can still download Audi installation guides, including for your model A4, here:
http://www.phatnoise.com/audi/installation_guides.htmAccording to the A4 guide, the cables you need depend on whether or not your car is already equipped with a factory CD changer harness. If it is not, you need the wiring harness part number 4B0 051 735B. In either case, you will need the Phatbox cable part number 000 051 592A.
At least according to the part numbers, the cables you found are not the right ones. If you google the part numbers above, you will find some suppliers for whichever cable(s) you need, at much lower prices. Unfortunately, the suppliers I found were all in the U.S. and had very high shipping to the UK, but you may find some UK sources if you check further. Also check eBay.
OK, you didn't ask, but personally I would just skip the rewiring hassle and get another Kenwood head unit, having in mind that you will lose text display on the Audi head unit. Whatever you decide, good luck. I hope this has helped.