So i can use the same number, but what ever letter?
Then i will not do anything with the immobilizer?
If i use ECU number from S4 that has stage 1. What will happens then?
I try to understand it, but there is a lot of information at once
No, you can't use the same number but whatever letter. ME7.1 and ME7.1.1 use the same base part numbers in many instances and the last letter(s) make all the difference. There are wiring differences between ME7.1 and ME7.1.1 cars.
In NA 2001 is still ME7.1; not sure about Norway. Since you have converted to MT6, you *should* be able to use an M-box file, but you may lose some functions such as ride height control; not sure about that, but it seems likely. Best bet is to continue researching (even using the Ebay method of searching for an ECU for the configuration you want, i.e Allroad, 2001, manual trans and see what numbers people have to offer -- obviously I would not trust that information solely as there are a lot of folks selling stuff that don't know what's what, but it can yield clues).
Then, either look for a file on here that suits your needs and is compatible or much better yet roll your own. I would not do anything until you figure out how to get yourself out of the various jams you will find yourself in before you need to. i.e., get yourself a spare ECU, make sure you can get it into boot mode, etc.
As to IMMO, that's a separate topic and suggest you look in the directory on this site for exact steps. DD has put together excellent tutorials.