Files are not copied to drives in a particular order. How they appear on a card depends upon how you have your computer set to display them. If I view a card with files and I have clicked the column header for "file modified date" then it will display in that order. The only time the copying of the files across to a flash drive will influence how your music appears in your player is if the player uses the file names to display the file order, with possibly some extra structure added using folders. If it reads the data inside the files then it will display them pretty much as iTunes would use them and how exactly they are displayed will depend upon how the player actually works. The other way (as I have already said) is if the player uses a special file to tell it how it should order the files on the display. When I last rented a new car it simple read the data inside the files as iTunes does and if a humble Ford Focus can do that then I suspect that is how Audi does it. If it is not doing this then maybe your files do not contain the data, or your simply have not read the special manual for the MMI that I see on Audi's website it provides to its owners and discovered how to set the view order.
Since nobody has seen to it I have been bestowed with an Audi you may have to wait for another Audi owner to answer this, or perhaps do some investigating yourself. If you type "Audi MMI A4" into a web search it will lead you to a bunch of videos on Audi's web site on how to use the MMI. My computer is old and my connection speed is slow so I absolutely hate instructional videos online and I will let you plow through them to see if any provide the information you need.
My understanding from Phil0124 statement is it is simply telling you to copy all the files in the Media folder to the card.
When I cut and paste the iTunes library onto my SD card, it put all of songs in a strange order. It had all of some number 1 from all the albums, then song 2, etc. It didn't keep them in album / artist setup. For some reason it won't copy over in the same structure.
Is this how you are seeing it when viewed on your computer, or is this how you are seeing it in the MMI? If that is how you are seeing it on the computer, forget it, or do as Phil01234 says and drag across folders from the main Media folder in the iTunes folder.
By the way, on a Mac to copy files from one drive to another you simply drag them, no copy and paste.