For Osmo Pocket, there is an option of volume amplification level in pro menu.  I found that the ambient sound recorded is very low when the volume amplification level was set to "AUTO" (especially vocal sound).  Should I set it to "HIGH" for better ambient sound recording? Thanks.

Surely it depends on where you are and what you are recording. The ambient background of a fairground is going to demand lower amplification than outside in the middle of nowhere. What about transients? There are times when I'm in very quiet areas that the sound of my breathing dominates the recording.
This when recording in the auto mode. At least I'm not hearing audio pumping on audio when using the auto setting. I have yet to record anywhere really noisy yet though, so hard to tell.