Shane,
Don't know if this information will help you or not. The reason I found your post is because I am having DNN speed issues as well. Frankly, your post is the most informative one I have found so far - and you are looking for solutions too!
I'm building something simular for our company intranet. I'm using iframes as well. I'm using them to expose Word, Excel, and PDF, files users have already built.
I'm using forms security. AD and integrated authentication had problems I didn't have time to resolve.
It made a big speed difference using virtual directories in IIS and wiring them to the iframes. I didn't use the authenticated user's credentials. (uncheck the box on the Security Credentials page in the wizard) I used a specific user name.
This delivers the folder listing in http rather than through NTLM. It's really fast and works well over the WAN.
Hope that helps.
If you can resolve the load issues with DNN, let me know. All I can find out is that this is a common problem. I have yet to find a solution.
The best performance I've gotten out of DNN is when our SQL server had problems. Pages delivered up VERY fast, but the login module would not display. Reboot server solved problem, but speed issue came back.