My father was a coatal tanker captain in the war (hairy if you're being bombed!) and on into the late 1950s. He always used to tell the tale of coming into the Regent oil depot at Shoreham and whilst discharging, watching the road tankers from all the various major brands coming in to load up - all from the same huge tank!
I just buy where it's cheapest, which means supermarkets. Never had the slightest issue, I'm pleased to say. The only time I had water contamination, I too immediately contacted the fuel station (Texaco, FWIW), who said the same thing that dreadnought did about the control measures in place. Took it to my usual garage and they found a pinhole in the fuel line that had let water in, one tiny drop at a time. Eventually, it built up enough to cause a problem. Replaced the pipe, didn't drain the tank but ran slightly lumpily on a petrol/water/meths mixture for a day or so until topping up the tank with fresh fuel. Problem solved.
And I'm also very dubious about the Audi explanation. Swarf from the fuel pump? Bad fuel wouldn't cause that, obviously. And, as has been said, what about the fuel filter? Did in not do its job?