Audioblazer, You are creative in your thought of trying a short speaker cable instead of the Data-Link! I would first speak with VS about it! I would not go hooking up cables from bottom cabinet to top without consulting them just to be safe!
Yes, it gets costly to bi-wire when using such high end cables. I think you'd hear a noticeable difference bi-wiring, but only you can say whether it would be worth the price. It may be possible to use a less expensive cable on the bass, as has been suggested. However, you may want to try several different economical cables for bi-wiring. You may be surprised at the performance of some of them.