Fascinating... A bit of clarification please if you don't mind: My understanding is x-xss-protection, x-frame-options and x-content-type-options are HTTP response headers coming from server to browser. That's certainly the complete opposite of how we normally understanding the Web Application Firewall business. The headers are usually enabled directly on the webserver configuration. Is Sucuri saying they're adding the headers to your outgoing traffic? Also, these headers are very prevalent as almost all the major websites on the net have them one way or another. If they're causing issues for some users, should these users be bogged down everywhere else already?
It's also a little unclear what At this time the "Additional Security Headers added to your site" option with all these above have been turned off covers. The x-xss-protection header doesn't appear on my end, but the other two still do. But for what it's worth, I'm still having frequent timeouts. When that starts happening, looking at network traffic with a browser in development mode shows no response after initial browser request. So this isn't the case of the webserver sending down something that upsets the browser. In fact, WBF is set up to force HTTP traffic into HTTPS via a 301 redirect. When timeout starts happening, even the 301 won't appear, let alone the subsequent HTTPS content.
So just for fun I quickly slapped together a little webserver in my lab at home that's configured to serve out all of headers above. The server runs PHP under Nginx, very similar to WBF's technology stack. No timeout issue at all. I also put a harmless cross-site scripting vulnerability in one corner of the site and tested with Firefox, Chrome and Internet Explorer. Internet Explorer intercepted it while Firefox and Chrome let it through. But nothing freezes.
In any case, no need to do anything special for me, and especially please don't post my IP address in public. The timeout often goes away in 10-15min. That's fine for my usage of the site. As mentioned, I can actually get in by obfuscating my IP address through the Tor network. But that hasn't been really necessary.