I have been running into slowdown issues when creating a Shotgun object from within 3DS Max and Maya. This slowdown is a known issue. I spent some time today searching backwards through Shotgun's API and finally got it down to one line that is causing the slowdown. This line is a call to ssl.wrap_socket, a method from Python's standard library.
I extracted this method from the Shotgun API and tried just running this one line from within Maya and 3DS Max, and this one line does indeed still cause the slowdown. It takes only .7 seconds, on average, to run in a regular Python shell. However, when running from within Maya or 3DS Max (using Blur's Python plugin), it takes 6.5 seconds on average.
I don't know enough about ssl and sockets to troubleshoot this any further, so I was hoping maybe someone here could provide some ideas as to why it is so much slower when running inside of Maya and 3DS Max. Worth a shot!
For Maya the fix is documented at:
https://support.shotgunsoftware.com/entries/20953057-shotgun-takes-10s-to-connect-when-running-in-maya
See the last entry for a description of the problem and some downloads to fix the issue. Basically, there is an issue with OpenSSL in Maya and we've gotten some patches to fix it.
We've had reports that the same patched file works in 3ds, but definitely back any file you are replacing.
Hope that helps!
-r