I’m curious about a few things.
A) Are the LAN clients using the virtual machine as a gateway? If so that explains the slowness of the internet. Remember you’re using a desktop virtualization product so there will be performance issues regardless of the hosts capabilities. Also take into mind that the network devices are “virtual”, so if your host card is crappy the virtual NIC will have crappy perfromance.
B) Do any of the interfaces have IP addresses? You will see statistics if any interface has a IP. TCP/IP is always doing ‘something’. ARP comes to mind.
C) If you find Zeroshell not meeting your current needs look into items such as pfSense.