Re: Slowness, you can tell Alexa to 'talk faster' now. Multiple invocations seem to let you increase it a fair bit. Agree with the rest of your points though!
This is cool. I didn't know about Xamarin until now. I use Rdio a lot, and it's generally a very good, smooth-running app on my Nexus 4. Didn't realize it was built cross-platform like this!
Direct Traffic is either just what it says, or traffic from 'https://' (SSL) sites. Your site is just http:// (no SSL) and thus can't get the referral information.