Copper tube that runs from Caliper to Master Cylinder
 

https://www.newaudiparts.com/oem-parts/audi-caliper-4b0615108b?origin=pla&gclid=EAIaIQobChMI7ab0yNOs5A IVlMhkCh2YNwV8EAQYESABEgK4w_D_BwE

It is in the third picture labeled #11.

Does anyone know what it's called?

Some one tried to hurt me by cutting it with a tool. So the fluid is not holding. I need to replace it with a new tube.

Do you mean the short bit of steel pipe between the caliper and the flexible brake line? It has different part numbers depending upon which side it's on. See: https://audi.7zap.com/en/rdw/audi+a6.../6/611-611025/