Stage 2 you need a turbo-back exhaust. Look at Blueflame, Miltek, Piper or perhaps custom. It's worth adding a FMIC too so have a look at the Forge kit or the guides on here for DIY FMICs which work equally as well. Then of course you need a Stage 2 map, try going back to the place you got the Stage 1 for a discount.
Stut brace...Audi S3 and can buy direct from an Audi
dealership. You will need to drill holes for it though.
Coilovers...Weitec or KW seem to be favoured and both under the £700 mark (well Weitec definitely are at about £400). However you won't get either cheap if you want damping adjustable. Try contacting APEX performance, they are a UK supplier of K-Sport
coilovers and I was quoted £600ish for a set of damping adjustable ones. I've tried and tested this brand as well as the RS
coilovers from the linked company, D2 Racing Sport and both are very good. They lasted 3yrs with no problems at all and still performing as new, they are also rebuildable and serviceable so should a component fail inside, you can buy smaller bit to repair them and not spend another £600!