I too have a '02 S4, Foggy edition, which I've experienced only with the DP ecu. This means I've never had any immobilizer experience.
The person who I would think can set you straight is Tom at www.ducatidepot.com
. This seems to be his area of expertise.
I take it you've done the usual obvious such as the re-set using the red key? Doesn't 2 blinks mean your bike recognizes 2 keys? I wish I had something better for you, checking w Ducatidepot might be the move.