Vercel AI Gateway also route to other providers, so the same issues can occur there as well.

I feel like your site needs a CDN, it takes over 40 seconds to load your front page from the EU.

Maybe a European CDN, like Bunny (Slovenia)

Do they also have their own infra or are they just an entity between the customer and AWS?

They have their own infra but its not the size of CF. Chicken and Egg