DNS lookups & reducing loading page time

Good Morning

I have been told by my new hosting company that I could reduce the loading time of my site’s pages if I changed all links to show file name when it comes to DNS lookups. My previous web developer is telling me that it is not possible because of the way perma-links are handled in WordPress, it must go thru the DNS lookups.

I am hoping to get clarification as there is a reason they are now my previous web developer. Not sure if I am being told this as they charged me for an enhancement to reduce page loading time because they stated initially this was not an option to reduce page loading time.

Any assistance would be greatly appreciated.

Here is an example IE:

href=”https://gracessweetlife.com/category/recipes/baking-pastry/baking-mise-en-place/feed/” />
should be- href=” /category/recipes/baking-pastry/baking-mise-en-place/feed/” />