Dremio helps with a lot of this, particularly the speed aspect – uses Parquet as well as Apache Arrow. (I work at Dremio.) Speeding things up: https://docs.dremio.com/acceleration/reflections.html
I had data in PG and Mongo, but couldn't join it together. I asked about this on the forum, was told it's a known issue; and it seemed to end there.
I resorted to doing my analytics by hand in the end, MongoDB's aggregation framework is good enough. Create views from aggregation queries, and it becomes easier
The downside is that one needs a business license to use the BI connector.
Have you looked the postgres mongo fdw[0] before?
Random aside, how do you handle the consistency problems that can occur when you have multiple views when doing deletes?