I don't know what you mean by "DNA's missing link," but there is lots of available evidence for the evolution of cognition. Read up, for example, on evolving tool industries across species, from the oldest (Oldowan, Clactonian) to the Acheulean to Levallois, etc.
Paranthropus bosei, 1.4 million years ago was already crafting its own tools.
"I don't know what you mean by "DNA's missing link..."
The genetic code. How can something intelligent evolve from something inert?
Do you think Jesus evolved from apes?