There should not be any screws from the outside. You do get to it from in the trunk. Is this a sedan or wagon?

It's a sedan. I know that one must release the housing from the body and the lens cover, but it's the body release that I'm seeking. My A4 doesn't have a clear release either.

Ok inside th trunk there is the carpet now you should see a round piece that looks like you could remove it you just pop that and it will swing open there is a screw under it remove that once remove you grab the light assembly and pull it out then you can get to the circuit board that you pop off to get to bulbs to replace them. There is actually a youtube video of it too called (Audi A4 How to change tail light bulb). Hope this helps.