If I leave the windows down without any power for while, when I select them all to the closed position, the drivers door window fully closes, but then opens without being selected to about 1/3 of the way down. It will do this until I select open and closed but hold the switch in those positions for around 10 seconds. Even then, it may not stay closed until a few re-sets have been completed.

Any thoughts anyone?

Id recommend a diagnostic check to see if any fault codes flag up. Could be an issue with the window switch. Or bizarrely it might be worth checking the battery to make sure it's working efficiently as a failing battery can throw up unusual electrical gremlins 

Thanks Steve, I have heard that about batteries. I will start with a diagnostic check first. I just thought my car might be too old for this to be part of the diagnosis checks.

No you should be able to I think. I think it'll depend if it has canbus which was first introduced either in 2003 or 2004. My A6 is pre canbus so it's slightly harder due to the system not being as complex as later ones. But either way a competent mechanic should be able to diagnose it.