Finding the implementation of an interface is not that difficult - but it is more difficult than it should be - that’s a limitation of the Delphi IDE, not of interfaces as such.
FWIW I use gexperts grep tool which is faster than the IDE’s built in search. I don’t find it so onerous that I would avoid what I consider to be an essential language feature.
As for the the performance issues, yes don’t use them in tight loops where peformance matters, but for the most part the peformance really isn’t an issue.
I use interfaces extensively and I have also profiled my application extensively and the biggest performance issue is code that goes to the memory manager a lot.
I rewrote my parser/ast framework (not public, part of FinalBuilder) using records rather than interfaces for the tokens and got a massive performance boost (I forget the exact number, but somewhere around 60% faster) - not easy to get those sorts of gains on a 20yr old code base that has been heavily optimised. Using vTune I was able to prove that the perf incease was from avoiding calling int othe memory manager.
We have had many discussions here over the years about the benefits etc of interfaces.