Apple Music extremely slow

My Apple Music is super slow to load album covers and to start playing some songs. Most of the time, I hit the play button and go to my stuff and after a long time some music plays or an error appears saying that the song could not be loaded. And the album covers usually look like the screenshot. The same happens to the App Store. But, when I connect to my personal VPN (w/ U.S. server) service, everything works fine, without any latency. I also tested with Spotify, and everything works perfectly, even without a VPN.

I already call to Apple support but they just recommend me to reinstall macOS...

1. Any guess to investigate or solve this issue?
2. There is a way to investigate bandwidth throttling for a specific service?

Speedtest by Ookla
Latency: 5.43 ms (7.41 ms)
Download: 91.96 Mbps (data used: 95.8 MB)
Upload: 59.03 Mbps (data used: 106.8 MB)
Packet Loss: 0.6%