Now that this swap has been finished for a while, I figure I'll update this first post and turn it into a parts list and try to provide all the information you'll need to do this swap. I don't think I'll make a DIY of pulling the motor/trans/other drivetrain parts because there's a ton of pictures I'd need that I don't have. So if there's any questions about actually removing or changing parts that's not covered in the thread, feel free to ask and I'll help ya out.
So if you're starting with a 6-speed 02X car, this swap is pretty straight forward and there is no wiring modifications needed at all. If you are starting as a 5-speed 01A B6, mechanically the swap should be the same, but you will probably need to wire a new connector to your reverse light switch, and possibly come up with a solution for your wheel speed sensor (since I'm not sure if the early 5-speed B6's measure wheel speed in the ABS or on the transmission like the B5s do). If you're swapping from an automatic, mechanically the swap is really similar and you will want all the parts I list, plus a pedal assembly, manual front subframe and transmission mount crossmember, and some wiring modifications that I won't be going over in this thread.
Here is the part list:
-0A3 6-speed transmission. B6 and B7 S4 trans codes are: FVD, HEP, HSM, HVM, and JMF. For the most part these transmissions are all the same, they all have the same final drive ratio of 3.889:1 and the same individual gear ratios. The B7 RS4 trans codes are: HLD, and JMH. These two are pretty much the same, but have a final drive ratio of 4.11:1 and even shorter 2nd and 3rd gears. Unless your build is going to rev up to 9,000 rpms and you'll get better use out of short gearing, I would definitely go with the S4 transmission. Gearing will be really similar to your A4 and they're easier to source too.
-0A3 6-speed manual driveshaft. This is the only stock driveshaft that will fit, no other Audi driveshaft is this length. Part numbers are 8E0521101M and 8E0521101AA.
-0A3 manual rear diff. If you're swapping from a 2.0 6-speed with trans code: GVE, you already have a 3.889:1 final drive so you can keep your rear diff. This will save you some time too in not having to do anything on the rear end. Also the 3.0 02Xs with the trans code GJV (not sure if we got these in the states) also have a 3.889 final drive and can retain the original rear diff. If you're swapping a 1.8 02X with trans code GJW, your final drive is 4.11 so if you do a short ratio RS4 trans, you can keep your rear diff, but if you swap an S4 trans (recommended), you will want an 0A3 rear diff. If you're swapping from a 3.2 02X with trans code GYY, your final drive is 4.375 and you will want an 0A3 rear diff no matter what. Also the non-US 2.0 02X cars with trans code: GMV have the same 4.375 final drive and gear ratios as the 3.2 and will need an 0A3 rear diff. Check the tag in your spare tire well, it will have your transmission code on there. I believe the 0A3 rear diff I used has a EXZ code.
-0A3 6-speed front axles. If you're swapping from any 2.0 or 1.8 02X manual car you can keep your front axles. All 1.8, 2.0 and 4.2 cars use the same front axle flanges and the front axles are all interchangeable. The 3.0 and 3.2 manual cars have different front axle flanges, so if you're swapping a V6 Audi, you will want to either buy 1.8, 2.0, or 4.2 6-speed axles or swap your axle flanges from your original trans and be able to use your stock axles. Any automatic B6/B7 will need manual 0A3 front axles.
-0A3 shift linkage. You will need everything. The two shift rods and crossover rod, and the actual shifter itself. The only things you can keep are your stock plastic shifter box housing, shift boot, and shift knob. I first tried to keep my 02X shifter and it still shifted, but my shift pattern was diagonal and really weird because the shifter is definitely different. I then swap in a stock 0A3 shifter and snapped the shifter in half a couple weeks later because the stock shifters have a pretty weak design, so now I have a JHM short-throw 0A3 shifter which I recommend.
-0A3 manual transmission mount bracket. You only need the bracket that bolts to the transmission. You can keep your original rubber mount, and aluminum transmission crossmember.
-Bellhousing bolts: My 3.2 02X bellhousing had the same thickness as the 0A3 where the bolts run through so I was able to reuse my stock bolts. I can't guarantee if it will be like this with all 02X transmissions. I know the 1.8 GJW has different thicknesses where the bolts run through so you will need a couple new bolts. What I would do is measure the thickness in the bellhousing where each bolt goes through and then go to Ace Hardware and buy bolts that will accommodate for the change in bellhousing thickness. The bigger bolts are M12x1.75 and the smaller bolts are M10x1.50.
-Clutch fork and intermediate plastic clutch fork piece. If your transmission didn't come with this stuff you will need to get it. The throw out bearings are the same, but the 0A3 does use all different clutch fork parts.
What you don't need:
-You do not need a new bellhousing spacer. The input shaft protrusion is the same on every Audi manual transmission so that spacer is specifically for the clutch setup you use. If you're retaining your stock clutch style, you do not need a new spacer. I know some 4 cylinder engines don't come with the spacer at all. But say I were to install an RS4 flywheel and clutch on my 3.2, then I'd need to use the bellhousing spacer from an RS4, not my stock 3.2 one.
-You do not need a new slave cylinder. There's two styles of slave cylinders, some early 04 cars and pre 04 come with the old style (B5 style) slave cylinder. While both slave cylinders look different, they are the same diameter and same length, so you can use your stock one.
-You do not need rear axles. All B6 and B7 A4s and S4s use the same manual rear axles. The RS4 was the only one that has different rear axles because the rear spindles are different on the RS4s. The axle flanges are the same on all the rear diffs so don't even bother buying new rear axles if yours are fine.
-You do not need S4 front hubs/wheel bearings. The hubs are the same on all B6 and B7 cars. Any axle will fit right into them so you can retain your stock hubs, wheel bearings, and spindles.
-You do not need a new crank position sensor, or reverse light sensor if you're swapping from an 02X. All the wiring stays the same.
Things you need to modify/hack:
-The only thing I had to physically modify were my downpipes, and it's nothing major. They will no longer bolt to the 0A3 transmission like they did on the 02X and on my setup the mounts on the downpipes were in the way so I simply just cut them off. They really don't need to mount to the transmission, they're supported just fine... So I can't say how the downpipes on a 1.8, 2.0, or 3.0 will line up with the new trans, but you'll probably just have to cut off the bracket on them that bolts to the transmission.
That pretty much covers everything you'll need to know about getting parts for this swap. Feel free to ask any questions!
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