Anything you put between your device and the target will slow down the throughput. I'm using AES-256, through a double hop Shadowsocks proxy, through a heavily filtered pFsense standalone/unbound. I get 500 Mbps down at 20 Mbps up. I have business class internet tho, @ 1 Gb. That might be a reason. I generally tend to choose slots that are reasonably within my locale.
I don't complain too much about speed or the captchas. I'd rather that than the alternative.