'01 S4 Kid

coolant has been vanishing, but they found no leaks.

Always Overcharged

or lean.-should be between-12 to +12 at warm engine
Then you can log or scope the car for missfires and that will narrow it to the cylinder-where you are now at.[you can drive around while logging and note when the missfire occurs.
If only one cylinder missing
then swap power pack with another cylinder to eliminate that by seeing if the problem moves with the pack then
replace spark plug -thats cheap-then replace injector.-if it still happens and compression is ok then you may need to look at the power supply to the injector or back to the ECU.
Good luck-not much else can cause a single cylinder to missfire

gondar

A small coolant leak into one cyl from a cracked head or bad head gasket can short the plug, generally seen at startup, then the incoming mixture will wash the plug off enough that it will fire. Chances are this is not your problem, but it is possible. Sometimes you can pull the plug and smell coolant through a straw (geta life, dude) or carefully (do not lose it) stick a bit of cloth on a wire into the cyl. Its an oh sh*t moment if these these are positive.

You should be tripping O2 sensor codes with a misfire or coolant leak, tbe ltter if bad, will kill the sensors over time.

I had a bad misfire on one cyl, blinking mil light, the coil pack failed. The cat was pretty hot as I limped home.