Spero, during my testing I had the same problems you mention. Here is what I did that worked for me:

1. Long download times. The ONLY way I found around this is to run Ekos on the laptop and talk to the Pi using a VNC viewer program with the following settings: In Ekos (on the laptop) under the Capture Module set: Save to "Remotely" AND in the Indi Control Panel in the Fuji camera's tab and under the Options tab, set Upload to "Local" AND under the Image Settings tab, set SD Image to "Delete".

Using these settings images are downloaded onto the Pi in the directory specified AND, despite the SD image set to Delete, the camera's internal SD card. Note the image save directory must match in both Ekos Capture Module and Indi Control Panel screens or a directory not found type error occurs.

The camera keeps using the file numbering scheme it always does while the files on the Pi are labelled as defined in Ekos. Downloading the images this way appears essentially instantaneous. Every other combination of settings I tried resulted in download times like you mention ~70 seconds in my case. Didn't matter whether I kept images on the Pi or had them sent back to the laptop. The best I could do was if I connected the two computers with Ethernet, and save images to the laptop, the download times dropped to ~23 seconds - still way too long.

Another benefit to having SD Image = Delete is that I no longer get missing or repeated images in long sequences. When set to "Save" after about 20ish exposures the camera buffers seem to overrun and images are not saved to the camera SD card (and sometimes the last image before the camera balks is saved to the Pi over and over again. These duplicate images, as saved to the Pi, are named correctly according to Ekos, but are in fact just duplicates of the final image before the camera choked.

2. First exposure attempt fails. I don't have an explanation for this but I quickly learned to do at least two test exposures each attempt. When everything is setup properly, the second exposure works if the first fails. (if it doesn't it means I've not set something properly - usually the camera has powered down...)

For the record, my system comprises a Pi 4 (4GB) booting Astrobrerry from a SSD. One USB 3 port on the Pi connects to a 12V powered USB 3 hub. My guide camera connects to the Pi through a USB 2 port. The Fuji X-T3, the mount (HEQ5) and the SSD all connect to one of the USB 3 ports on the hub. If I remember to turn it all on and change the settings in Ekos/Indi (as they don't always seem to "save" properly) I get things running reliably. I am shooting and saving RAW files (Fuji RAF)

You mention you are not running Ekos on a separate computer... you may not find the above useful but I thought I should mention what I find works for me. Perhaps you can find some clues...

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