2020 Audi Q3 Suspension Issue

Good evening. When I got my car, I noticed that whenever I went through a
speed bump or even over a bump (at low speeds) I would an unusual noise
from the front driver side suspension. It sounds like a flat tire when the tire
hits the ground again after hitting bump. I thought it might be a flat tire so I
checked the pressure on the tire. It was slightly under pressure so I brought
pumped up the tire but still heard the noise again whenever I hit a bump. I
don't take my car out much so I don't really have time to inspect the car.
Yesterday, when I looked at the front left suspension, I saw that the black
sheeting around the shocks was deformed. (I finally had time to compare the
left side suspension and right side suspension). I then took out the car again
today and took it for a drive. When I looked at it this time, I saw this (please
refer to the image. Please help, as I'm not sure If it would be safe driving as
i'm unsure about the blue thing that popped out. I was also wondering if it
was covered under warranty as this was an issue since I got the car. I have
about 1500 miles on the car, I don't take the car out much but when I do, I
do have long drives. Car is about 2 months old