XFCE comes a bit closer to the old UX and cohesiveness, but is still a bit off. In saying that, Chicago95[1] for XFCE does a really great job of bringing that classic Win9X look to XFCE, so it's worth giving a shot. There's also a fork of it called MENT2K[2], which recreates the Win2K experience, also worth checking out.
The DEs I've seen being closest to recreating that classic experience have unfortunately been outside of Linux: ReactOS being the most obvious choice, and the other one being SerenityOS. Although not viable for daily driving yet, still fun to play around with in a VM.
Will definitely check out those themes and have a look at ReactOS (what I wanted to anyway but was procrastinating)
I haven't used XFCE, but you can attribute the lack of snappiness in KDE compared to early Windows to compositing and having more animations. There's not much you can do about compositing, it's kind of necessary on high resolution computers, but Wayland latency has been getting better and if you use a recent distro like Fedora it feels about the same as Windows 7 with compositing enabled. For animations, you can speed them up or disable them entirely using the "global animation speed" slider in the settings. For the grayness, you can re-enable colored window titlebars in the settings by going to "Colors & themes" -> "Colors" and then selecting "Breeze Classic". I don't know why they have them disabled by default.