I would definitely be careful when it comes to changing MTU, specially on external interface. as that can affect everyone. Is it just one user and that one server, or issue with multiple users? Just to be 100% positive, are you able to turn off securexl for a moment and test to see if it makes any difference?
See, with MTU size, what will happen is, if you lower the size of it, yes, packets will be smaller, but there will be way more of them and if you increase it, packets will be larger size, but lesser number of packets, so technically, that may result in more efficient transmission.