

I have started with Mandrake (later renamed to Mandriva) then went through few other distros before settling on Gentoo.
Gentoo installation is one of the most complicated because there is no installer, you do everything yourself.
This is like buying car parts and assembling them together into a car using a manufacturer’s manual. its painful but once the car is assembled you almost never have to take it to a repair shop. Not because it doesn’t breakdown but because you know well how it function and thus how to fix it yourself.

Regarding VPN being slow, two possibilities here:
If it is the first possibility, I know that OpenVPN with static key tend to be very difficult to detect if not impossible. Its also a bit faster but it has its cons that I encourage you to read about.
If it is the second possibility then you need to disguise your VPN traffic as https. I know its doable but I am fuzzy on the details.