I would say you can sell it to anyone, but no one will buy it until you've first paid off the outstanding Audi finance. Not even 'we buy any car' would take it. If you can't pay off the finance then you can only give it back to Audi.
You could get a prospective customer to pay the finance directly to Audi, and any difference to you. Would have to be a trusting deal with someone. I have done this before, successfully.

 

WBAC and such like settle finance directly, provided their price covers the settlement. If not, you have to stump up the difference when you hand over the keys.

 

Sorry SwingKing, you're right!

 

With the number of cars bought on finance these days it's common to settle finance as part of the purchase for private sales as well - I didn't realise that until I bought a car recently. You can use CHAPS for instant payment to have 100% peace of mind (for a fee). Finance companies will issue the buyer with their current "financial interest" in the car if they provide the chassis number and reg. In my case I paid the finance company to settle and then the owner had to pay me a small balance as the price we agreed was lower than his outstanding amount. We did the transfer form at the same time.

If you are selling privately I'd advise being upfront about the outstanding finance and options to settle when someone comes to view as the prospective buyer may run a car history check and think you're trying to pull something!