1. Slow. Why VNC is sometimes faster?. I ask you that the milestone of improving Cygwin performance.
Are you aware of the fundamental differences between a X11 Server and a Remote Desktop like VNC?
2. reconnection. Current Cygwin/X is not stable. often crashes. it is okay. I believe you fix it in the future. but I can not re-connect it ... this is very serious problem.
This answers the question. The missing reconnection 'feature' is by design. And it's not a Cygwin 'problem'.