The latter part of your post is why the first part has FPS drop - If you DM me the save file over on Discord, I can help you fix that part.
Someone, whether it is me or not, must absolutely fix one of your saves, or give you a non-afflicted save, For the few people that have the issue you have, it always happens no matter what when saving the initial time.
As for the windowed mode.
It boots in fullscreen by default, but the settings file it creates is a small resolution + windowed mode - have you not altered your in-game graphics settings...? Personally I recommend making it match your desktop resolution, and leaving it windowed
with a matching resolution, you won't even barely be able to tell its not fullscreen.