I have Apollo connect to NAD C270 with Dynaudio A42 with AQ King cobra, and HD 12 gauge speaker wire. The sound is warm, but missing some high and details. What do you think? Should I change the speaker wire or replace the amp?
That sounds like the Audio Quest to me. I never did like the rather dry sound from Audioquest cables. That said, I do not know your speaker cable at all. I usually use Naim cable with NAD. It's a good match. If it's a bit too expensive (it's not expensive in the grand scheme of things), consider something like Chord Carnival Silver Plus at around half the price - very good cable.
How about Kimber Kable Silver streak? or Nordost cable? I tried the KK PBJ cable and didn't like it, too high, hurt me ears. I bought the AQ cable because I have read a lot of good things about it here, but I am disapointed.