critique my setup -- weak link? best way to improve?

I agree that it is way too early in the process to worry too much about cables. Blue Jeans are a great place to start. I also agree that the onboard phono preamp and the passive preamp are a limitation. To keep it simple, and cost effective, I recommend a Schiit Saga 2 and a Schiit Mani. You could also shop for used versions of these, though they are both on version 2 now and it might be worth getting the latest. 

There are two school of thoughts. Start with the source (the sound can never be better than the source gives you) or start with the speakers to get the overall sound you want for a given room (each speaker has its own sound signature). For my first system way back when I started with the source. For my current system I rebuilt it starting with the speakers. Given you current system I would start with investing in speakers to match your room setup and the get the sound you like. I suggest you go to various retailers and listen to a few and narrow it down based on eh sound you like. Curious as to the cart you you use on your TT? Good luck in your upgrade journey!

Ditch the Crapazon cables.

the thing to do now is play music that you love and enjoy your system

I build high end from scratch and know a thing or two. as mentioned get a nice preamp. Class A is probably the best sounding. The problem with passive and tube preamps is they have trouble driving a 10k /20k load on todays amplifiers. in the old days the amps were 50k to 100k input tube amps. now i have seen 9k inputs. and your passive is in trouble as it cant pass current. with the correct preamp the bass and lower mids should tighten up and sound clearer. so i would recommend getting a Schiit Saga 2 Class A, Zero-Feedback, Differential Preamplifier for $279 it even has balanced outputs if needed.