The bolts sound a lot like the bolts that I had trouble locating for my 2003 A4: Torx head bolts with large captive washers. I found a helpful drawing on audi.7zap.com. There appear to be two different headlight setups on 2006 A4 cabriolets:
https://audi.7zap.com/en/rdw/audi+a4+s4+cabrio+qu/aa4c/2006-273/9/941-941000/
and
https://audi.7zap.com/en/rdw/audi+a4+s4+cabrio+qu/aa4c/2006-273/9/941-941020/
The bolt I was thinking of is number 7 in the first drawing and number 23 in the second, but the part number is the same: N 90683302
I found the bolt for sale on ebay.co.uk
As a mechanic, you might have other sources that aren't available for the rest of us.
You can enter your cars VIN on https://audi.7zap.com/en/rdw/
This should reduce the risk of looking up parts for a different version of the 2006 cabriolet.