Custom page templates will break whenever you add a filter to get_header because of the page template header info. This is really not a BuddyPress issue. There are other ways to redirect the page but they will work just like any plugin. The reason they maybe slow to redirect is because they redirect after page load so you are waiting on header and content.
Try this, add code to bp-custom.php but not the add filter line, then in header.php before anything else add:
<?php bp_communituy_redirect(); ?>
