I have looked at the other responses to this question both on here and across other sites. Everyone states the solution as unchecking the "automatically detect settings" box in the LAN settings of internet explorer. However I have never had this setting selected, and I do keep checking every time. Is there any other reason why the speed using explorer view would be so slow?
WebDAV (not sure if FPRPC is still used) is the protocol used and without further ado, it kind of sucks.
But not everything is lost, you might have some greatly improved experience by disabling "Detect settings automatically" in your IE/Windows proxy settings (Options > Connections > LAN Settings).
EDIT: I've missed your comment on the proxy settings, without that you are only left with the actual reason that WebDAV is not a good protocol and you will always have the slowness.