@domi Ah, I can explain that one, I think - Firefox seems to internally maintain some kind of shared connection pool on a per-host basis, and if that connection pool is getting blocked by some slow request(s), it can get in the way of requests behind it in the internal queue.
But setting a proxy changes the connection settings and therefore instantiates a new/separate pool, and private tabs have their own instances of a lot of stuff for security/privacy reasons I believe, so that probably also spawns a new connection pool.
(I haven't read the code, this is based on observing a lot of jank in Firefox over the years and having a general idea of how such things are typically implemented)