Preheat the oven to 350°F. Whisk together the flour, baking soda, cinnamon, nutmeg, clove, and salt in a medium bowl and set aside.
In the bowl of a standing mixer or with a hand mixer, beat the butter on medium speed until pale and fluffy. Add the sugar and beat again on medium speed for about 1 minute.
Mix in the eggs and vanilla on medium speed for 1 minute, then add the grated apple mixing until just combined. Reduce the speed to low, add the bowl of dry ingredients, mix for about 10 to 15 seconds then add the milk. Increase the speed to medium and mix for about 1 minute, scraping down the sides and bottom of the bowl if necessary.
Spray a loaf pan with baking spray or grease and flour it. Pour ¾ of the batter into the pan. Spread half of the mascarpone cheese over the batter. If the mascarpone is still a little chilled, drop it in spoonfuls. Cover with the remaining batter.
If using a decorative pan (like mine), tap the pan to remove any air bubbles and set the pan on top of a thin sheet pan before placing in the oven. Bake on the middle rack for 55 to 60 minutes.
While the apple loaf is baking, prepare the icing. In the bowl of a standing mixer or with a hand mixer beat the mascarpone cheese on medium high speed until fluffy, about 1 ½ to 2 minutes. Add the confectioners sugar and slowly increase the speed to medium high, mixing until combined. Slowly add the heavy cream until the consistency you desire is achieved.
Let the loaf cool for 5 minutes in the pan before flipping over onto a cooling rack and then cool for about 15-20 minutes before spreading the icing over the top