Thank you SeanZ4!
I feel like an idiot

but I got it working now.
All along, my problem was that
the steering wheel was locked!!!
The key WAS going in all the way all this time. I was convinced that the electronic part was malfunctioning because my radio started to play, by itself, with the key out of the ignition while I was "troubleshooting" my original problem.
When I tried to install the heater air duct, I realized that "inside" M4-35mm screw I installed was too long. The screw was preventing the heater air duct from installing properly. I replaced it with M4-25mm hex head. I also replaced the "door side" screw to M4-30mm hex head. Both are much easier on my fingers than the circular Phillips heads that they replaced.
So it comes down to this.
- 2 x M4-35mm Phillips head = $0.86
- 1 x Audi ignition switch off eBay = $5.99
- 1 x M4-30mm hex head = $0.36
- 1 x M4-25mm hex head = $0.25
- 1 x M4-20mm hex head = $0.25 (a back up

)
- Learning to replace the ignition switch, and being one with your car, priceless.
Thank you all for your support.
Michael