I agree that the APIs are slow and we should improve the DNS generation time. I think though that a custom script will be a hacky way to solve the issue, I think we should go further and make a custom plugin that exposes a proper API endpoint that can be called by the dns generation script.
In parallel with this I think we should also have a conversation with upstream and their plans to improve or debug performance issues with their APIs. There is no evident reason why they are so slow given that the same data can always be retrieved with the internal Netbox API that are always very quick.

That seems like a reasonable approach. The outcome should be the same (although I don't know if there's in fact an issue at the layer(s) that the API operates through, so while internally the data gathering is not that slow, marshalling through the API layer might be the slow part; the plumbing which I've spent some time with is labyrinthine and difficult to follow for me).