They all do what they're meant to be used for, but they're far from the same.
While one's on the compact | portable end, the other just is not.
Personally I would (almost) always take the debugger that allows for proper code analysis over something else.
But I suppose I can see why some might not think the same way, it does come down to what are you trying to accomplish.
Are you trying to just quickly add something somewhere then sure in most cases you can take a comfy tool for it.
Are you trying to apply major changes or want to understand what is happening around the section you're working with, then to hell with comfort.
That last line of yours implies a bunch of things.
Are you unaware of whether the DLL is at fault for the load increase or are you convinced that it is added poorly?
Though, not understanding the first typically (exceptions exist..) leads to the second.
It is very much impossible to just answer your last question.
We do not know the contents of your DLL and we do not know where have you attached it.
Whether the code is poorly written, the workload is simply heavy or the "final job" was done badly resulting in bugs, it is a mystery.
Make of this what you will.. but there should be curiosity to understand what is happening which doesn't seem to exist, given the lack of detail.