Your engine looks like a 2004-> ATL, so see this link:
https://nemigaparts.com/cat_spares/etka/audi/a2/248/121390/
Your highlight is of part 15 (hose - 8Z0 121 058 C ) and 31 (clamp - N 906 871 01) but be aware that housing is plastic (17) and has two flimsy screws (19,20) and an o-ring (18). Equally any water found there could also be due to the return feed to the coolant reservoir (hose 14 and clamp 27) - ignore that the diagram isn't geometrically correct - it's the pipe coming out of the right side of the block just above the EGR return pipe you've highlighted, or as others have said the coolant temp sensor (5 and 21)
I've included a photo of the rear of my ATL showing the open ends you'll need to access. It's not an easy job due to the access for the other end of that hose - you'll likely need hazet hose clamp pliers to remove the hose with the engine in situ.
https://www.amazon.co.uk/Hazet-192-Hose-Clamp-Pliers/dp/B004H4ECYK/ref=sr_1_16
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