Could I clip off the DIN plug on the Kenwood cable and connect that up to the Audi head?
The answer (which wasn't what you were hoping for) is "maybe".
The reason is that the Phatbox gets reprogrammed for different types of head unit. Different head units need different types (and quantities) of signaling. In other words, the pins on the small connector on the bottom / back of the Phatbox (depending on how you're looking at it) do different things for different head units. The Phatbox-to-whatever cable does not have wires for all of the possible pins. You'd need to look at the pinouts (probably in the Wiki) to see if everything you need is connected to the Phatbox connector inside the cable. As an example, some of the necessary wires for a BMW Phatbox aren't connected inside the Kenwood cable.
The good news is that there were a huge number of VW/Audi head units sold new at bargain-basement prices ($100 for the complete system from a number of VW/Audi dealers) when they stopped offering the Phatbox as an option. So it is possible that someone here has an Audi cable they don't need.
Edit: Not all conversions are possible. Some of the newer Phatbox units have additional signaling capabilities not found in older revisions. If I remember correctly, Toyota is one of the ones that needs a newer Phatbox. The Ford Phatbox is a completely different unit and can'd be converted to/from. And the GM entertainment system is also different from the other versions.