Hi Raj,
In terms of the gearbox, though Audi say it's a lifetime gearbox, there is actually no such thing. I've read that when asked what it means, Audi state that it means lifetime of the gearbox, not lifetime of the car itself. As such, I'm an advocate of servicing the DSG regardless of it supposedly being lifetime as Audi say. I personally aim to do it every 40,000 miles or 4 years (make sure to get the transmission fluid AND mechatronic fluid changed). You'll notice the gear changes are much much smoother.
In terms of your shock absorber, I used KYB once and personally not a fan, though I've heard it's a decent brand from others. The ride was too bumpy for my liking. Do not buy from Audi unless you're happy to pay extremely inflated prices. I use AVS Car Parts (vwspares.co.uk) for my car parts and they supply OEM equipment. Give them a ring. You cannot go wrong with Sachs shock absorbers which are the ones that likely came on the car originally. Don't forget it's recommended to do both shocks so that the ride is consistent (also if 1 has gone, likely the other will be going soon).