Check to see if your "interior cabin lights" fuse isnt blown it is a 15amp fuse one of the top two rows in your fuse box. i have a 2002 A4 avant and when that fuse blows my security beep doesnt make any sound but the doors lock.
When I lock the car security system does not beep to confirm that the car has been locked. I verified that all doors, hood, and trunk are locked. Security system also does not sound when I press panic button on the remote. Also, just noticed that security system LED on the driver's door is now solid after vehicle is locked. It used to blink when security system was ok.