Can I ask a bit about your setup? I have a large library (hundreds of albums/hours and 10000+ tracks) and find Volumio to be pretty responsive even on the Pi Zero W boxes I have around the place.
One of the big determinants of performance will be the quality of the connection between your Volumio instance and the place where your audio files are stored. If your audio isn’t directly connected (i.e. you’re pulling data over the network) then typically I would not recommend using a Pi Zero or first generation Pi to serve your audio files. You want at least a Pi 2 (for USB speed) and wired networking for serving the data, if it can be a Pi 3 or Pi 4 then even better.
The next thing to do is to make sure that your Volumio instance has a decent network connection. If that’s WiFi then make sure it has good signal. If it’s wired then great. If you address both of those things then you should find the whole experience very snappy.
The one thing that will make Volumio sluggish on a low speed Pi is if you try to play a really huge playlist or album (I hit this when queuing/playing audiobooks containing 1500 tracks). It’s even worse if you try to add tracks to a huge play queue.
As for streaming to another Volumio instance - multiroom support is coming in the Volumio 3 beta. This will let you have audio playing on one Volumio stream to other Volumio instances on your network.