I have a 2015 S4, 25K miles. Stage 1 ECU and TCU (EPL). I need to get an oil change soon. Will Audi plug my car in if I just bring it in for an oil change? I know I can flash it back to stock, but, I am lazy. Or, should I just go get a Oil Change at a shop?

If you feel uncomfortable about the chip, get the oil changed at a decent indie specializing in German machines. I have never heard of dealer oil changes/servicing being a problem if you have a flashed cpu. You'll be the first. Your ecu has been compromised since you had the flash and there is NO going back to 'stock' per se. Maybe stock HP and TQ performance numbers but not as the OBD is concerned.

Dealer techs are busy people, they usually don't check for tunes for routine maintenance. They just follow the standard procedure changing your oil.
Unless you are doing warranty claims or you have stickers/license frame says Tuned by X, I doubt they will waste their time plug in the OBD scanner looking for tunes.