I have had this problem intermittently on my 2005 for around 4 years now. Sometimes it will suddenly start blowing cold...and I need to turn the ignition off, wait a few minutes and turn it back on for it to blow warm again. Never happens when in to the dealer of course. Maybe occurs 3 or 4 times per year. I've been told its the famous FSR (final stage resistor) acting up but I don't know. Maybe one day it will fail permanently and I'll need to figure this one out for sure...

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2005 X5 4.4 (Sterling on Truffle) w/sport everything
2011 Audi S4 (Prestige, DSG)
2012 Audi Q7 (Sport, S-Line)