The throughput changes are less significant than it would seem, since encrypting/decrypting and applying the HMAC aren't the only things which consume time. Even assuming fully-accelerated traffic with zero inspection, IPSec and TLS involve a lot of copying data around, sanity checks like antispoofing, and so on. If you're doing IPS or other filtering on the traffic, the encryption/decryption and HMAC work rapidly drop below 10% of the time spent on the traffic.
Key agreement is only used when negotiating a new TLS connection, IPSec phase 1 (always) or IPSec phase 2 (only if Perfect Forward Secrecy is enabled). For IPSec in particular, you can generally afford for that to be really, really slow, as it has no impact on traffic throughput, only on the time it takes to (re)negotiate. TLS connections tend to be shorter-lived and more frequent, so you may want something faster there. Also note that the key agreement algorithm is the only part attacked by theoretical quantum computers. That risk is addressed by SNTRU or ML-KEM/Kyber.
Symmetric crypto algorithm affects throughput, and there's no reason to use anything other than AES-256. AES-128 is marginally faster, but thanks to hardware acceleration, the difference is a rounding error in actual data throughput.
HMACs also affect throughput, but they're commonly misunderstood. Hashes used in HMACs don't have the same issues as the same hashes used in, e.g, certificate signatures. An attacker would have to create a collision with a hash they don't control (i.e, no birthday attack) while the symmetric key is still valid (so within the phase 2 timeout). For the default one-hour phase 2 lifetime, that would require unimaginable energy pushed through a computer bigger than Jupiter. HMAC-MD5 is good until well after anybody alive today is dead. There's zero reason to use anything slower than HMAC-SHA1 right now.