Well just remember, OBD is three things: 1: the ECU in question's ability to flag something wrong and set a DTC, which can typically point you in a specific direction and narrow some things down, and 2: the availability of data to allow you to "see" what the computer sees, and 3: some bidirectional controlling ability that allows you to force something to see if an action takes place.
So if a DTC isn't set, don't give up hope and stop there. Go on and avail yourself of the other items OBD gives you. It may take some more sleuthing, but can often get you to a resolution.
Quick example: sometimes the L or R turn signal circuit will either not work, or stick on, on some A4 era cars. This is all controlled through the Comfort Convenience Module (CCM). The CCM has OBD, and I can go in and check much of the effected stuff right through there, with my laptop via the DLC under the dash. I can see the CCM's input from the turn signal switch, the hazard light switch, etc. It greatly reduces the amount of time chasing wires and such, because I *know* whether or not the switch is doing its job without doing anything else.
