Normally "having the chills" would mean a person felt cold, but in the context you describe, it can also mean a profound emotional experience.

Under some conditions of strong emotion, one feels a sensation that can be described by saying "it sent chills up my spine," "it sent chills down my spine," "it sent shivers up my spine," "it sent shivers down my spine," "it gave me the chills," "it gave me the shivers," or "it gave me goosebumps." It can be pleasant or unpleasant. It can be a response to awe, fear, or delight at an artistic performance. Actually, now that I think about it, "it gave me a thrill" probably means the same thing, literally. In each case there is an actual physical reaction, a trembling that lasts for a few second, that resembles the reaction to cold. The person may shiver visibly for a few second, say something like "Oh!," perhaps hug themselves for a second. From Googling, I find that a new term for this was recently invented: "autonomous sensory medial response," https://en.wikipedia.org/wiki/Autonomous_sensory_meridian_response

You're right Wik haha Thanks!

I just wanted to point out how you almost answered your own question by referring to the audition as 'stunning'. ^^