Please note the 'charger' itself is always on the car and fully controlled by the car. The equipment (EVSE) you are discussing is really a glorified powered on/off switch with communications to vehicle. It is actually the vehicle that controls the switch and tells it to turn on and and adjusts itself to the level of power the EVSE tells it is available..

I have had both for about 5 years and the equipment that comes with the car is really not meant for regular daily charging. The cables are shorter not as heavy duty. That said I did use my 110 volt unit for 3 years with no problems. So yes it can work no problems. The wall mounted EVSE will give you better service and improve your experience with the vehicle. Looking back I am glad I made the switch from vehicle equipment to fixed.

No. It's a common misconception to call the boxes that are between the car and the electrical outlet "chargers". The charger is part of the car's electrical package. The boxes that are thought of as "chargers" are really only an interface device to ensure that the electrical supply and the car circuits are compatible, before connecting the two together. The box is called an EVSE, not a charger. So far as I understand from the Audi literature, and not having seen one, the EVSE provided by Audi is all that you need. There is no need to spend another $500, or so on another EVSE. UNLESS, you want to keep the Audi-supplied EVSE in the car for charging your car away from home. One case comes to mind: you are visiting relatives and want to use their electricity to charge your car.
The AC to DC conversion is done in the car's on board charger, not in the EVSE. The simplest EVSE has a small logic board to ask the safety questions, a small DC power supply for that logic board, and a relay to connect the wall power to the car J 1772 charging port. More sophisticated EVSE's can do more things like checking access cards, timing charging starts, limiting charging current to that supported by the wall power (ie: 40a circuit v. 50 amp circuit), communicating via wi-fi or bluetooth to a monitoring station, etc. An EVSE is not needed for a DC power source, only 220v. AC Power.
All of my BMW EV/PHEV's came with a small 110v EVSE for "portable" charging, and I had to purchase a wall-mounted EVSE for 220v. charging. It seems that Audi is actually furnishing a dual voltage EVSE that can use a 40/50 amp 220v. wall outlet. Personally, I'd prefer that they do as others have and only include a small 110v unit for the portable EVSE and reduce the price of the e-Tron. I'm sure the cost saving to Audi is so small, though, that I'm happy to have the more capable EVSE to carry in the car, since I already have a wall-mounted EVSE.

The actual charger is in the car itself. It converts AC to DC. DC fast chargers bypass this and go right to the battery. The wall charger you talk about is just a glorified interface that can handle a higher flow of current, but at the end of the day the car knows best and controls the flow of energy. In simple (and not totally accurate terms) it's why you can have an 87w MacBook charger charge an iPhone that can only handle a 5w charging rate, the phone only pulls what it is capable of.

This is one of the best explanations I have seen on this topic. I have a BMW i3 and have ordered an Audi e-Tron. I was trying to research if I need to replace my Schneider Electric 30 Amp EVlink. Can someone please confirm my understanding?