You presumably mean Romex for power, yes?

I can't speak to code on this. The code issue is always safety, so let's think. If the Romex got too hot... then the breaker should have blown. If the Romex and the speaker wire both scraped across some metal and shorted together... then you would have put up some pretty strange crown molding. If the speaker wire gets too hot, the amp should have already shut down. The only practical safety problem I can envision is them shorting together during a fire, at which time, well, there will already be a fire!

As for running them parallel, yeah, they should be separated; but for best performance, use 14-4; look at the end and count the wires around the circle as 1, 2, 3, 4; use 1 and 3 for hot and 2 and 4 for ground, or the other way around if the color code makes more sense that way; that'll give you the best-balanced wiring. Look at a length of speaker wire with the jacket off so you know about how many twists it has per, say, five feet; twist the Romex a bit more or a bit less than that. I've never recommended this, but hey, it will balance the magnetic fields around the Romex. The worst would be Romex mounted flat with untwisted speaker wire on top of it!