You are on the right path. Low data usage requests like weather and smart home integration go via the built-in Audi SIM (the one that's used for OTA map updates). All entertainment requests that consume more data (e.g. Amazon Music) require that a second wireless connection known as "APN2" is active. APN2 can be activated by:
1. Purchasing a data plan from Audi - https://audi.cubictelecom.com/en/;
2. Inserting an active SIM card into the APN2 SIM slot; or,
3. Connecting a phone that supports Bluetooth Remote SIM access profile (rSAP) to the infotainment system.
Hope that helps.