I found a cable inside the box which connects the NU Audio Surround Card to the NU Audio Pro Card. What cable is it? It shows Display Port cable but that cant be right??? Hopefully its not a proprietary EVGA cable, so I can find a shorter replacement for my setup on Amazon.

 

 
Also, this is how I have my setup. Any issues if the cards are this close??:

So, the mini-DisplayPorts on the cards have a proprietary pinout.  The main takeaway there is that you shouldn't connect the mDP on the cards to a third-party device, as you'll likely damage one of those items.
 
With regards to the cable, yes, you can replace it with another mDP to mDP cable, but you might experience audio issues (mostly static or a hiss).  We spent a lot of time testing cables for the right materials and shielding to make sure there's no extra noise when connecting the cards.  This is a definite YMMV situation for using a third-party cable, but there's no risk damaging the cards by trying it..