Hi,
8P0 035 192S will work, yes. All MK1 RNSE units are electrically compatible with the A2, after model year 2002.
You will not need a CAN gate; these are only required for MK2 RNSE's where the part number does not end in 193B. Regarding the bluetooth module, I would leave this out for now until you have the RNSE working. This will be a complication to the process, so I'd recommend fitting it afterwards.
You mention you've ordered a wiring kit. I assume this is an adapter from the A2's mini ISO connections to the Quadlock fitting of the RNSE? If so, you need to check the relevant connections are in place on the adapter. You'll need to confirm that the loom wiring in the car matches the correct pins on the RNSE. This can be done by tracing the wires through the adapter and comparing the pin diagrams on your existing stereo and the RNSE. Once the wiring is correct, you should be able to power the unit up.
With your unit powered on, you'll need to do some coding to both the RNSE and instruments using VCDS. The RNSE must be coded as an A6 (4B) as a minimum to work with the A2. There are other coding options, but a search through the forums will reveal these. Change the coding of the instrument controller on channel 62, and add 4 to the value. This enables navigation data to be shown on the DIS.
Hopefully now the unit will be working.
The illumination of the RNSE etc will work when you switch the car's lights on and off. I've missed some of the finer details out, like connecting the GPS antennae and FAKRA splitter, but hopefully you'll work these out.
My thread on this is
here. It's for a MK2 RNSE, but most of it should be relevant.
Regards,
Matt.