Andrea, I did a little bit of experimentation with mkv this morning and can at least pass along some observations.
every time I use mkv format (with any codec) it always comes out in the
terminal the string:
  "FFMPEG::open_decoder: some stream times estimated:
/home/paz/video_editing/prova/MyVideo.mkv"
This does not cause any real problems.  Basically, when you open a file, if a stream has a known duration, there is no message.  It really should have a duration but it often obviously does not.  If the duration is unknown, it is estimated by:
     using File Size and Bitrate to estimate the duration
anyway, the stream number cinelerra uses versus ffmpeg for mkv may be counted differently (per gg).
In these cases the file management, both in playback and rendering, is
much heavier. For example, a rendering of two mkv files (x264) of
about 1 Gb in total takes more than an hour, while similar mp4 files
(x264) take 25 minutes.
 
In my experience, if you look at the size of the files generated, the mkv file is a lot smaller so I believe that that is why it is so heavy on the CPU usage and takes twice as long to generate.  I do not see much difference when I increase the number of "threads" used or modify the "speed" parameter.  AV1 files have this same small size / slow render issue.

Is there anything I can do about it? I would
love to be able to use containers and codecs associated with mkv. Have
others had similar experiences?

The only thing I have been able to do to speed up the rendering to take less time is modify "crf" to a higher number - allowable values range from 0-63 and the cin-gg opts files have it set to 32 which is considered a good setting to use.  When you click on the wrench in the video render menu, you see crf=32 and you can change it there.  I could not tell if the quality difference of using crf=45 (which is supposed to be of lower quality and runs faster) is detrimental or not. It really looked the same to me but I used a low resolution video.  And the time savings helps but it still slower than using mp4.

You have probably already looked at the following URL, but that is what Frederic Roentz referred to often: