Audi Repair Questions? Ask a Mechanic for Answers ASAP
You can just get a new shift lever shaft, with the ball on the bottom. The ball should look smooth, if the outer shell has worn away it will look like it has "ribs" on the outside of it and will have a lot of play. You will be amazed how nice and tight it feels once you get this replaced. I'd also check the linkage for any worn bushings, getting rid of any slop in there will give you nice crisp shifts and make your drive feel good again.
The motor- I would check for power at the connector when the switch is activated. You can also jump power directly to the motor to see if it operates. The "quick and dirty" test for the window- turn on the dome light with the key on, engine not running. Watch the dome light while you click the button- if the motor is trying to work but the regulator is stuck, the light will dim as the motor tries to draw power. If you don't see it dim, try it a few times- but if it doesn't dim, I would then check to see if you have power at the connector with activation
The water pump is driven by the timing belt, so it is inside the timing belt cover on the belt end of the engine.
For the windows, I would check the wiring harnesses in the rubber boot between the body and the door, look for any broken wires. Especially on a vehicle this old, when I see them on vehicles from the early 2000s!