Rebuild it yourself, They are very simple engines and if you do your own boat maintenance you can do the engine. It's an extremely satisfying experience to light off an engine you rebuilt yourself as well.
With the assistance of Moyer, anyone with wrenches should be able to do it.
As to your original questions, connecting rods can't be "repaired". They can be rebuilt if they are only worn & not damaged - sleeved wrist pin bushings, resized big ends, new bearings etc. It sounds like your engine needs a full rebuild - you might ask around at regular engine rebuilding shops - don't forget the yard is quoting the price to rebuild a BOAT engine.
Regular engine shops rebuild zillions of 4 cylinder engines that are a whole lot more complex than an A4 and they don't charge $6K or anything near it.
Swapping to a new diesel, while the ultimate choice, also has the ultimate price. It will likely cost 50% more than the cost of the engine by the time you're done, even if you install it yourself. Rebuilding the A4 is an easier job than doing an engine swap, particularly in the usual C&C engine compartment.
A recent diesel will definitely make your boat more marketable in a couple or three years but you won't get a whole lot of the cost back - MAYBE 1/2 of what you spent at best. My experience is that boats in the 30' range with A4's generally bring in the range of $5-$7K less than diesels but are quite a bit slower to sell.
There's lots of stuff on the web about rebuilding A4's - check it out and see if you think you could undertake it. There was a lot of stuff in Good Old Boat mag a while back about Rob Mazza (the ex-C&C designer) doing his own at home.