Looking back to the entry by Richard Austin where a dealer demonstrated a power conditioner that improved the sound of one device, but not another, we can deduce that cables can be chosen by dealers (or owners) to correct the sound defects of a particular piece of equipment. We can equally deduce that those same interconnects may make no difference (or an negative difference) to another piece of equipment.
Herein lays the rub of this thread; that which makes a positive difference in one set up may cause a negative or negligible difference in another and by the nature of this website comes to us from anecdotal experience. Although the tone of my replies so far on this thread would suggest I believe it is all snake oil and to now say otherwise here is hypocritical, I am certain there are experts on this forum who have discussed observations/findings in this and other threads that might be totally appropriate to the OP query.
For example, I think it was back in March that Shakti noted that an Onyx-bodied Koetsu cartridge, that had neither the platinum magnets or the diamond cantilever , that he listened to sounded great, like the sound of those Koetsu cartridges he initially fell in love with. We also know that before platinum/diamond, the Koetsu only differed in price (and sound?) by what the body was made from (the insides were identical). Certainly there is useful information here. No, not that the sound of your hi-fi would improve if the components were encased in Onyx, but that if you are looking for that classic Koetsu sound you might be wise to audition pre-platinum magnet and diamond cantilevered cartridges before buying.
In response to my belief, referred to in my first paragraph, that some types of insulation on interconnects will turn the interconnect into a low-pass filter; I purchased Dulund wire which insulates with woven silk and oil. Does such not behave as a low-pass filter, Is it the best option? I don’t know, but it sounds great to me (totally anecdotal I know, but some here know the truth).
The OP asks if all things affect sound, I don’t know the answer to that question but I do believe that the more things between source and speaker the more the sound is adversely affected. What was the saying used to describe the best amplifier, “ a straight wire with gain”? Does this concept explain why, to many, SET’s sound better than pentodes and push-pull circuits?
I think that the experts on this forum (and I am certainly not one), could be able to converse amongst themselves and work out what designs/materials would, in fact, make the biggest difference to this hobby for the benefit of all.
There's no doubt that subjective impressions may vary, but if you look at a large sample size it's quite clear that objectively better gear results in subjectively better sound. The key is understanding what objective parameters matter and how they relate to what we hear. There's a lot we can measure that some think makes a big difference, but in fact does not. And there's a lot that is unidentified as a factor, or is dismissed as unimportant, that is actually important. One example of each... having perfectly flat frequency response... while it is important fr doesn't deviate wildly, a perfectly flat fr isn't generally preferred. Or jitter in digital gear... some have theorized "it's just ones and zeros!" so nothing can make a difference as long as ones and zeros aren't confused for one another. Another just mentioned is propagation speed of the signal, this is not so important in and of its self, but it is correlated with dielectric absorption, which is important. Also, the potential of the dielectric to cause triboelectric noise is a factor that at the highest levels is very important, yet for the most part completely disregarded.
It's also true that imperfect gear can "fit" well into an imperfect system, and I feel this is what causes seemingly unexplained preferences. The issue with imperfect gear is it fits into far fewer systems than more perfect gear. In the past I've offered pleasantly colored cables using Dueleund silver wire, the results are very difficult to predict and if that was all you had it would be difficult to explain and might be quite confusing. But this isn't the case with objectively better cables, they are subjectively preferred FAR more often than the pleasantly colored cable. The difference here is not subtle at all, it's night and day.
So in my case, I strive for objective perfection and this ALWAYS results in better gear. Whether it's my amps, speakers or cables, making them objectively better is ALWAYS an improvement. You have to listen to understand correlation and educate the ear to identify the effects of flaws and issues, but the truth is progress in sound quality comes from a better understanding of the system, what really matters, and making objective improvements.
If you're just making changes and hoping for the best without any understanding of what you're doing, that's ok, sometimes that's all we have, but that's just the starting point for empirical observation which will hopefully lead to a hypothesis, and via the scientific method a theory that explains the empirical observation. But these observations, like one thing does X in one system and Y in another, is just a basic starting point to understanding why. In time this will all be able to be plainly explained, we're just not quite there yet.