What is your CPU and GPU? I had also the issue of significantly better performance from F1 menu compared to ES menu. This was with a AMD CPU and GPU. Changed the GPU to a second-hand Nvidia GPU and the problem was fixed 🤷♂️.
In 5.27 the internal resolution and anisotropic filtering (and a couple others) are set in ES menu with Edit game and thus overwrites pcsx2-confg at start from ES menu. The other settings can be edited from the F1 menu and should save, speedhack level included.