Hello Dave,
Same thing happened to me with my 99 A4. I could not find a match
anywhere. No bulb would fit in there. So finally, I simply cut/trimmed
the plastic with an exacto knife until the bulb fully fit.
I'm sure there is probably a better solution but it suited me fine.

Dave wrote:
> Hi - I went to replace a light bulb on my a4 this weekend and came
> accross the strangest thing...
>
> On the right side rear, the inner most light (narrow red), the harness
> can accept a bulb, but the plastic bulb shileds seem blocked for the
> bulb. Meaning if you pluged a bulb into the harness you would not be
> able to plug the harness into the shield.
>
> Was looking on ebay and say someone selling a matching OEM set, and
> sure enough, theirs was the same way, the left side could accept the
> bulb, but it was blocked on the right.
>
> Any ideas?