2003 Audi A4 Power windows and Sunroof won't work

The only thing that is common to both circuit is the Comfort System Module, under the driver seat.

And the one thing that render them inoperative seems to be car wash, right? I have seen this happened in 2 Jettas, not A4, but I assume that you may want to check it.

Check the drain channel making sure that nothing (leaves, small branches, etc) blocking the drain channel near the sunroof electrical circuit and motor by the driver door. As that may cause the circuitry to shut down causing the Comfort System Module to shut down. Also look at the front driver side wheel well cover. If there is a leak, water may get into the passenger cabin, causing a short in the electrical system. Your P/W and sunroof are grounded on the left kick panel . Look at the back of the fuse boxes for possible water stain. I hope this will help you get started.

Does the CSM have components or is it a complete replacement for issues like this? Also, if water is "sneaking" in, should it "get better" once it drys?

Thanks

CSM is a complete replacement. As for water "sneaking in", if it leaves a trail of hard water stain, that may still cause a "short".