Logging in with Facebook does take longer on your site than most, but I'm not sure why you're seeing such a delay. As for CB vs JFBConnect, there are multiple ways to authenticate with Facebook.
I'm honestly not sure how CB does it with their extension. With JFBConnect, we use server side authentication, which means that your site needs to be able to make outgoing requests to Facebook and receive their responses. How fast your server can do this is the limiting factor for speed. CB may be using client side authentication, where most of the work is done in the user's browser and on their computer, not your server. There are many reasons why server authentication is preferred and provides more features, which is why we use it.
Again, the fact that captcha isn't working due to 'unable to open socket', which is usually an indicator of network issues, is a good place to start looking.
Beyond that, how fast is Google+ authentication for you? I couldn't tell from your post above if it seems slow as well. Knowing that will help narrow down if it's just communication to Facebook or outgoing communication in general that may have an issue.
Thanks,
Alex
JFBconnect conflict with jreviews
