So after a LOT of testing and searching, I found the answer to my question .... posting so someone else doesn't have to do all this searching too.
The A6 cluster from 98-99 is non-CAN. 00+ is CAN for the CEL on the cluster.
(source:
https://www.audiworld.com/forums/a6-s6-c5-platform-discussion-7/understanding-differences-between-audi-a6-clusters-compatibility-issues-2798354/)
My 01 S4 cluster is non-CAN, but the S6 ECU I'm running sends the CEL over CAN. What I'm going to have to do is use an 00+ A6 cluster and connect the CAN bus together. This should get me the MIL I'm looking for so I can pass our local emissions and get this race car legally on the road.