1. Lag: there are a few axes. Using an SSD, saving the recordings to a different drive than the Windows drive, changing the recording mode in the preferences.
2. Side by side comparisons are possible yes. For example, menu View > Two playback screens.
3. Currently the capture of video is not optimized for sharing. I'm working on this for the next version, among other things. Capture images should be fine, you can save as jpeg or png and share that. If you meant capturing the whole interface like a screencast then no, you would have to use something else on top.
For multiple cameras setup there is a possible workflow where you have one instance of Kinovea for recording and another instance of Kinovea for reviewing. This can better utilize the CPU cores. Even for just one camera and one instant replay that might be another way to improve responsiveness.
Sorry I don't have more time to expand these points in too much details right now but should have more time later in the summer. Unfortunately I didn't get around to fully update the manual lately, so it's half way done in a draft version, I'll get around that at some point as well.
