I am not 100% on Audis warranty, but anything other than OEM spec will void the warranty with any related parts. This is of course if they can prove it. Installing coils will affect the CV's and axles. If your Tranny goes, it should be under warranty, where as the axles wouldn't.
You install coils, either at a shop or yourself, that will automatically drop the ride height. This changes your suspension geometry... Any arm, bushing, sway bar, axle/cvs won't be covered. They will assume that the modifications will have caused the defect... now I'm guessing that you arent going to just install the coils and leave it there, but you will lower further than OEM and the Out-of-box setup for the coils. This will affect the geometry even more. it doesn't matter who does it. Shop or you. Might as well save $150-300 and do it yourself. That can be used for future mods.
Hope this helps. @Madbuzz41
is right, being able to turn a wrench or ask for help will earn more respect than being able to buy your way to a modified car