You're not mistaken, the air spring and shock are available as separate assemblies.
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The non-LR Delphis were complete assemblies. I wanted air-springs too because after only 100K kms my original airsprings already had significant cracks inside on the folds. That the assemblies cost very little more than just the non-LR shocks from the same and other suppliers was a bonus. Next time air-springs wont be needed - only every 2nd time for my usage.
Mine were complete assemblies - I chose this route as it seemed a lot easier to change out than the alternative of R&R the airbag (and at 7 years old, the rubber aint going to last forever, so it seemed like time).
Not sure that this will add anything to the conversation, but when I was looking (I dithered for a long time about it) I found the options to be:
Koni FSD, shocks only, would have been my preference (have loved them in other vehicles, but Terry's experiences turned me off and it is not a sports car);
Bilstein shocks only (seemed to have had similar problems to the Konis and I've never driven on a set of Bilsteins I liked - Subaru fan bias here - handle well, but ruin a good ride);
Arnotts / Bilstein as detailed above;
Genuine LR (most expenisve option by far);
Delphi boxed (have LR stamped on the bag itself but not on shock that I could see);
Britpart boxed (Delphi as above);
Allmakes PR (Dunlop) - which I chose after discussion with supplier and price/benefit consideration (ok, I was being a cheapskate & thought since Dunlop make a lot of heavy duty suspension & airbags they'd probably be ok).
The choice to do the entire strut made it a quick and easy change out (including faffing about, took aprox 30-40 mins per corner).
Anyhow, at this point I am happy with the choice, ride is great, handling is back to normal (better than I remember TBH) and offroad ride is super smooth again. HTH
This time last year Koni had withdrawn their D3/4 shocks from sale in Oz pending some research into why the front shocks weren't lasting. Regardless I couldn't be certain that the ride was going to be smooth enough on rough roads, indeed some UK reports suggested they were not.
Swapping the air-springs doesn't take long but it seems that a lot of people don't replace the shocks until they're way overdue and by that time the air-springs probably need replacing anyway.
As most know I had two sets of Koni's, they were great when new but both sets failed, Koni replaced them each time, the second time they replaced them with the replacement Delphi's.
Mine have last only about 10,000 k's before losing their dampening, now they pretty much just wallow all over the place.
Personally I would pay the extra and go with the D4 original shocks next time.