The speed of tethered shooting IS increased substantially... worthy of praise. I'm shooting with a Canon 5DS-R. Unfortunately a LONG standing bug involving time zone recognition remains. That means I have to keep using EOS Utility shooting to a "watched" folder and then letting Lightroom's auto import take over in order to have files named correctly for my workflow. I may be dreaming but even that workflow seems a bit faster than before.
The bug is that during tethered shooting the time zone is not accounted for when auto file renaming occurs; so the time in the file name is inaccurate by however many hours you are shifted away from GMT. The time IS correct in metadata and files are named correctly if imported by other means... just not when shooting tethered.
Here's my original post from a couple of years ago. It was merged into a similar lengthy thread of related Canon time zone issues on import:
https://feedback.photoshop.com/photoshop_family/topics/incorrect-time-based-filenames-when-shooting-...Bob Smith