I did some testing also on EndNote Z9: no improvement. All versions since ENX7 are very slow on my mac.
Unfortunately, EndNote 9 is still a 32-bit application.
I am afraid EN is slow not because there are problems with external drives, attached PDFs etc. Users write here that EndNote works better when the library is not on a network drive or if attachments are removed from the library. This does help a little, but EN gets slower the longer it is used. It can be slowed down very fast just by downloading a large number of references from external databases.
I am afraid the problem is associated with memory management when executing complex tasks.
However, there is a truly magical trick: go back to a non-Retina screen.
One of my collaborators keeps EndNote 8 on an old non-retina Macbook Air. It works very fast, even with attachments and with libraries kept in Dropbox. Apparently, one of big EndNote problems is associated with memory management when indexing PDFs, generating previews (even when no PDF preview is turned in, apparently, a hidden preview is generated), etc. — when dealing just with more memory to assign. Hopefully, moving to 64-bit could resolve problems with managing screen and preview data.
Marcin