Do I need to consider upgrading some mechanical parts when a remapping is done like the clutch, coils or any other elements?

Typically a remap will not require any other mods, but it will highlight pretty quickly if certain OEM parts where ready to be out of order. An example of this is for the TTS engines, where the valve springs have been known to be on the weak side on certain engines. As soon as you do a remap, it will highlight this weakness much quicker and AUDI will have to change the springs to correct the OEM error.