Just to push this thread on a bit, I also tried to get the captive nuts from Audi. Although there are 44 different sizes used across the different car models and I would be very surprised if a completely unique size was used to hold the CD player on the A2 which wasn't used somewhere else on another car, I was faced with the same "if its not on the diagram we can't order it" mentality.
I was able to find similar closed end ones to the OEM fitting, but these were direct from China and a 1000 minimum order!
Instead, I bought Rivnut Hex M6 thread size, panel hole 8.90mm - NST36P from Bresco Vehicle Services Limited.
http://www.bresco.com/acatalog/Rivnut_Inserts.html
These have an open end rather than the closed end which Audi typically use. I don't know whether this is important as I could not see if the bottom two go into a closed or open cavity. I will be sealing the end of them with silicon just in case.
To make sure that there won't be any contact corrosion with aluminium, on the advice of a friend I coated them with Zinc:
http://www.bilthamber.com/paints-and-coatings/electrox
The Rivnuts have a thinner flange to the OEM part so I will be using a washer between the nut and the bracket to make up the difference.
Pictures of Rivnut part and Audi OEM CD Changer nut removed from an A2. The Audi part is used so you can see the bulge where it has expanded to lock it in place.
These were taken before I coated the new nuts with Zinc.
I haven't fitted them yet (for various other reasons). I will post when I have.
I made up 3 sets of nuts with the Zinc coating. As I only actually need one set, if anyone wants them I will post a set off for a donation to the club. PM me with your address.
Regards
Andrew