@Popolou This is from my Windows laptop, I don't have the native apps installed. But, it did prompt me to test with another Windows device that hadn't been moved to the pfSense firewall yet. That did seem to run much better, so it may well be a device issue, rather than the firewall.

Strangely though, the troublesome laptop does work very smoothly when it's on a raw internet connection.

Thanks to you both for your answers.