I was wondering if anyone has done any bench marking with large entity numbers when querying the data directly and were happy to share their experience.
For Drupal 7, node entities seemed to start lagging around 100,000 mark albeit we've got sites with well over 1,000,000 nodes running fine with caching / indexed queries.
Without testing, off the top of my head based of Drupal 7 experience:
Config entity: 1000 per type, way lower as often all of the entities are loaded in a single hit.
Fielded entities: 100,000
Non-fielded entities: 1,000,000