Yes you have to do the whole Instrument exam and check ride not sure on the ATPL these days. It is not easy in AUS as the FAA work in the real world and CASA the theory trick question world. I would suggest you go do a course for the instrument rating and pay for it at a flying school who conduct exams or prep all the time. You will then pass as there all mates down there thats how AUS works in all aspects including Aviation. Maybe get a private license validation with the instrument rating attached then move up from there.
I did it some time ago from FAA ATPL to CASA and EASA... Try to stick with the FAA flying the others give grief every time you turn around from Medicals to renewals etc etc.