Hey Mark,
I’m not sure if you are inquiring about if our Instagram Feed plugin is capable of this or one of our other plugins (Custom Facebook Feed or Custom Twitter Feeds)?
In any event all three of our plugins are built on the same premise where after data is retrieved from the social media source it is cached with the temporary caching system of WordPress and therefore is served up much faster. The cached data is only cleared and refreshed on the time interval that you would specify within the plugin(s) setting.
An easy way to determine how much this might affect the loading time would be to download the Free version of any of them which can be done here. Simply install the plugin of choice. The free version of the Custom Facebook Feed plugin does not display images so it would be a little harder to compare the load time for pages loading the images.
None of our plugins are setup and designed to be used to retrieve images from your WordPress Media gallery however and each get their data directly from the social media account that you specify.
Just let me know if you have other questions. In the meantime I hope you are having a great day.