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

It might be good to help Matthias to prioritize a bit.  For instance, I thing cables and connects will be least likely to make a big difference in that system. What cartridge is being used.  I would agree speaker position or a type that works well in the location chosen would be first on my list.  Followed by possible cartridge, then look at preamp, other electronics, etc.  And, all of this depends on how much you want to spend and how far down the rabbit hole you want to go.  

Sorry autocorrect keeps changing things and I forget to proofread🙄

I think cables are the least of his problem

Depends on your goals. You seem to be going analog/vinyl, which I fully endorse.  I’d look hard at your phono rig. Built in phono pre is not the way to improve.  Move up from the Pro-Ject table and get a good free standing tube phono pre.  You have a nice system now, so improvements won’t come free/cheap.  When you have 10K to move up, go ahead and switch turntable and phono pre. Then when you have another 2K, improve the cartridge.  That’ll get your source in decent shape.  Just  my opinion!  Then you’ll be ready to drop the Rotel and Klipsch stuff when the budget replenishes. Cables you can do later. 😉

To paraphrase:

"We've met the weak link....and it be us....."

Or the room....

OP, it comes down to what in YHO what would give you the best bang/buck.  If you don't fear used and are down with paying attention to some of the 'deals gone bad' that regularly post 'round the 'gon...

I've dropped +/- 2.5K$ over awhile and its' an all-day affair to simply break it down. 

Fortunately, not too many things with a weight issue.....