It looks to me as if the query optimizer gets confused to have INSERT and UPDATE to the SAME table in sequence.
If they both run well when separated I'd suggest calling both in sequence.
From code or performance, I see no advantage to pack them together. Rather the opposite.
It sounds to me quite familiar.
Like this question from Aug. 27, 2020
https://community.intersystems.com/post/how-compare-value-global-and-add-description-segment
BINGO ! 
quick sketch:
If there are queries hanging around then the mayor impact is just on IRISTEMP or CACHETEMP database that might grow.
But it's not worth mentioning just for a query.
with complete I mean something starting with
Class.... Extends %Persitent......
all Properties, ....
until the last line of Storage definition. Just a copy out of Studio
actually at least I just see a little bit here, some part there like a puzzle.
Have you ever considered asking ADSC for help ?
Do you have some maintenance contract with them as it seems to be their code.?
With a COMPLETE class definition and some sample data, it shouldn't be magic.
Typically a %ResultSet is an object. It is destroyed as soon as you de-reference it.
This could be a ba killing the referencing variable or by assigning a different value.
there is no need for a %Close or an object destructor. this happens implicitely.
set rs= ##class(%ResultSet).%New()
. . . . ; work it
kill rs
; or
set rs=""What you see could be explained best by "model mismatch"
Java Gateway connection stays as long as the connecting process exists.
While CSP.REST services a request and stops.
To avoid repeated connection times you may run some background process as worker jobs that open Java Gateway
and get its requests from your CSP.Rest.
As you have Ensemble already, you might run your Java Gateway as a Business Service connecting OnInit() an stay connected.
This is of course all asynchronous processing which affects your response time.
If you revert it and a Java process is scanning request using Native API for Java I wouldn't expect more attractive timing.
I think you were looking for this: IRIS Native API for ObjectScript
Sorry, I wasn't aware of it until a short time before.
Thanks for asking!
until a few minutes before I wasn't aware myself 
Is Native API for ObjectScript also included for Bonus Points ?
BIG THANKS to @Dan Pasco for sharing this example:
The test is simple - I am running in the 2020R1 instance, namespace USER and there are no classes runnable in this namespace - just a clean, new install. I have several other instances running, all different versions/build numbers. I am testing against my XDBC instance which is currently labeled as 2020.4 (obviously not yet released but the IRIS Native code is essentially the same as in 2020.1). The XDBC instance is listening on port 51780. First, proof this doesn't work locally.
USER>write ##class(Sample.Person).CurrentAge($h-35000)
WRITE ##CLASS(Sample.Person).CurrentAge($H-35000)
^
<CLASS DOES NOT EXIST> *Sample.PersonAnd then, attempt the same function using the IRIS Native connection to the XDBC instance.
USER>set host="localhost",port=51780,namespace="USER",user="_SYSTEM",pwd="SYS"
USER>set connection = ##class(%Net.DB.DataSource).CreateConnection(host, port, namespace, user, pwd)
USER>set iris = connection.CreateIris()
USER>write iris.ClassMethodValue("Sample.Person","CurrentAge",$h-35000)
95Thank you @Dan Pasco
I just did a summary on the Class Ref.
I'll take a copy of your reply as an example for the audience.
Hi, @Dan Pasco
Since what release does this exist.?
It never crossed my way and obviously nobody else reacted to these questions.
I found a first trace showing up in Class References of 2020.1 but it is even invisible in IRISlatest docbooks.
Big THANKS for uncovering this secret.
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some ideas from the hip:
They all run over TCP as there is nothing else between separated servers.
At the bottom line, you rely on some code expecting a request.
"Native API" for various languages, or Studio, or CSP do the same over Super Server Port (1972)
the quality is different, not the principle.
IRIS compiles NOW embedded SQL totally different from Caché / Ensemble. (external Class)
Before you could run in all kind of problems if your host variables were not %* or declared in the global variable scope.
After a lot of troubles around variable scoping in past I try to avoid embedded SQL wherever possible.
Fully with you.
There are so many variants to let talk them to each other.
And on the same server there are enough other options.
It's not clear what you mean by "native".
This is one option. Background Jobs over ECP.
But as IRIS Servers also talk to each other over TCP I don't see any advantage over using a SOAP service or WebSockets or similar.
I have no idea if VSCode can do it?
??? @Dmitry Maslennikov ???
AHHH!
that sort of comfort isn't foreseen.
You have to type in the variable names.
But you see it when you move the cursor over the variable in the code window as "hoover"-text.
The Watch Window is useful if you have objects, or $LB structures, arrays, ... or obj.property.
Schönen Abend noch aus Wien.
once your debugger is attached to a process you press ALT+4 /(Watch Window).png)
sorry, have just my German version at hands
next you type the variable you want to see and it gets updated at every step
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see “Using the Studio Debugger.”
details Watch Window
At first sight, the sequence of your values matches the sequence of your properties.
transforming your input from
fecha1|nombreProfesional1|centro1|secuencia1|hora1|bloque1|acto1|lug....
to
'fecha1','nombreProfesional1','centro1','secuencia1','hora1','bloque1','acto1','lug....
in an exercise for beginners.
Next I would use SQL to insert the record
INSERT INTO
EsquemasDatos_DragoAP.ConsultarCitas (fecha1,nombreProfesional1,centro1,secuencia1,hora1,bloque1,acto1,lug....)
VALUES ('fecha1','nombreProfesional1','centro1','secuencia1','hora1','bloque1','acto1','lug....)
An that's it!
Listing of the columns is only necessary if you distrust the class compiler
or if you want to prevent problems with later sequence changes in the class definition.
In any case, it should reflect the sequence of your data input, independent of sequence in class.
I'd suggest to use one of the ResultSet classes and avoid embedded SQL.
The whole SQL statement can be composed as a single string and then processed .
Confirm #2) it was not a good idea for starting with containers 
Confirm. No Caché in containers.
I built one myself a year or more ago. Not real rocket since but quite some effort.
(late thanks to @Dmitry Maslennikov and @Luca Ravazzolo )
Now I'd position it as less rocket than before. But not really worth the effort.
I finally grabbed a VM instead for my "exercises".
Today I would just use WSL2 instead with a default Linux distribution.
I enjoyed it! reminds me of competitions on how to get some results by a minimum of characters. eg. list a global.
With expanding / compressing code I Studio [ <ctrl>E, <ctrl><shift>E ] this is all history
just reading it:
ERROR <Ens>ErrParsingExpression: Error parsing expression
'GenerateNACK("For NewBorn Msg, PID21 Mother Idendentifier should have MRN number",%ErrorStatus)':
0--------10--------20--------30--------40--------50--------60--------70--------80--^ 83 !!!
ERROR <Ens>ErrInvalidName: Invalid name at offset 83 >
either variable %ErrorStatus is missing or not an object of type %Status
Hmmm!
Sounds a bit exotic.
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simply NO! no OS would allow this.
1 port = 1 listener
but you may build a listener dispatching to various services according to some content / signal you receive.
or using a kind of load balancer to distribute incoming messages