https://sniperinmahwah.wordpress.com/2018/05/07/shortwave-tr...
The speed (latency) of the EM spectrum is the effective celerity of the medium: this doesn't differ in the air between microwave and shortwave in any meaningful way.
The speed (throughput) achievable on a given frequency is limited by the period of that frequence, high wavelengths can modulate more signal. Microwaves are higher frequency than radio by definition, so they have a higher throughput.
Neutrinos don't exceed the speed of light, and make a very bad medium of transmission given the near-complete lack of interaction with baryonic matter.
As you say the downside is available bandwidth and throughput.
That's a maybe. Still, good point.