@weaver will have to comment on most of these
But regarding the featured image, I am not sure I follow
In the example you gave, The featured Image is 739 x 554px, and the other image is 1280 x 719px, or 2.25 times bigger, so it is normal it would load slower.
You can choose what size the featured image is using the posts specifics. Featured image option, as well as its position like “above title”
The real test would be to use the exact same image at the same size in two different posts, once as a featured image , size full, above title, and one as a manually inserted image, and then compare load time