Hi all I’m new on here. But just my 2006 a3 2.0tdi. Won’t boost when first start car if shut it off and start it back up it will boost fine.  Until I shut it off again then I got to start it twice to get it to drive normal.   No smoke. At all and can’t hear any hissing.    Any suggestions would be appreciated.

thanks in advance

I'd recommend a diagnostic check to see if any fault codes flag up 

Sometimes as pipes ages they can leak around the ends where they attach to components. As boost pressure builds, air escapes but once there's no boost the pipe seal goes back to normal if that makes sense 

Hi Steve. Thanks for reply.  I understand that pipes can get old and leak. But. If it was leaky pipes. Then. Surely it wouldn’t matter how many times I start the car it would still not boost.  But as long as I start the car twice. It will drive. Fine.   It’s quite baffling.

When you say start the car twice how long is it running the first time, a short trip or 10 seconds, need to know for possible component heating 

Hi Sid about 10 seconds if that.   If I start the car once and try to drive it there is no boost. But if I shut it off then start it backup. It seems to drive fine.  So the engine is still cold at this point

I would be inclined to rule out mechanical components and start to think electrical, what components could affect boost to that degree, boost solinoid as would think it has a VNT turbo but this is controlled by the ecu. Is it a Bosch edc16 ecu as these are notoriously crap and used across lots of manufacturers on diesels. Lots of ecu repairer websites offer symptoms that may match what you experience. 
What if you turn your ignition on for 10 seconds and then back off removing the key and then start, does it run fine or does it physically need to start for a few seconds before the 2nd start