Recording doesn’t use much CPU. When Plex implemented the feature to allow tuner sharing via a server proxy, the CPU requirements went up. That plus the default of most of the clients is h.264 causes a transcode to happen. Is your Celeron new enough to have QSync support or do you have a discrete GPU that can do mpeg2 to h.2.64? Curious, when you say it takes a long time to tune how long is that. With an HDHR quattro I am seeing 5 seconds with Plex and maybe 4.5 seconds with the HDHR app.
Right now Hauppauge cards are having trouble with any server version after 1.19 and the Plex for Windows client is also having Live TV issues after version 1.18. I would say hang in there.