that is one of the problems of the plug in, a lot of people are facing the same problem. i spent a looooong time with the support, at the end they tell you its an internet connection problem.
the real problem is not the internet speed or quality, the problem is the way they designed the plug in, when you ask Alexa the order will go to alexa servers then to Vera servers then to your local vera and your Alexa, which is taking obviously very loooong time, the proper way is to communicate locally like Philips Hue.