I had a similar expreience with my former car. Not the same, but almost the same. So I went to an Audi service, and they told, it's a know problem, and the gearbox SW needs to be changed. They did it, and the problem disappeared. However, an almost the same problem happened about 15-20k later and then they told, they have to replace the gearbox oil from the former one to a far more expensive one. They did it, and after this the problem disappeared again.

Maybe you can, or you have to do both in the same time, however the SW change can be done independently, but if you replace the oil to the new kind of oil, than the SW change is mandatory.

I'm not sure, if it's your case, but the 3rd gear sounds very similar to me.