Are you talking about clips (video files) loading or FX being applied to the video? I think you might be confusing the two, to me the issues sound like clip loading.
If it’s related to clip loading then have a read up on encoding and try HAP. Also have a think about clip resolution, a lot of people new to VJ work won’t realise that 320 × 240 (QVGA) was common as a standard resolution when digital mixing first appeared. Now 720 or 1080 would be common, 2k or 4k less so and most machines would struggle outputting 4k with multiple layers and FX.
As well as proper encoding you can also turn on Preload Media in the Media Bin options for really fast switching. But generally I would say that’s not necessary when using HAP or any other raw or optimised (uncompressed) formats.
For encoding I would recommend ff.Works, its a UI for FFmpeg and costs 20€ (ffworks.net). It has a lot of presets and supports HAP as well as a massive amount of the FFmpeg features built in.
A note on video formats: MPG files are super common but really won’t scrub well and won’t remember the last position when applying Movie Start Time. When VDMX plays MPG files it has to uncompress every frame before outputting, whereas HAP is an uncompressed and optimised file format designed for video scrubbing. The only situation I would use MPG is if I’m playing back a clients file and don’t have time to re-encode.