Hi DrRob - you can do these things!
If you are logged in to the board, your read/unread posts are shown (look for the Red colour on the Forum title, or click on one of the "View unanswered posts • View unread posts • View new posts • View active topic" links along the top of the Forum box.
You can also subscribe to the different forum topics which should notify you of new messages; I am not sure precisely how that notification appears, but I suspect it is email?
You could then apply the "ShapeOko" label to those mails in GMail, based on the address or subject.
Speed, well, yes, not too much can be done about that for free, I think

Hopefully you can get it working to your requirements, I think that all the features you ask for are available.
Tom