Currently, the default construct signaling server of wss:\\multiplayer.construct.net creates a ton of lag, and I can't find a workaround to host my own. Anybody got solutions to this?
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The signalling server does not transmit any gameplay data. It only helps establish peer-to-peer connections between players. Therefore the connection quality of the signalling server will not affect lag in a multiplayer game and changing the signalling server won't affect it either. This is explained in more detail in Multiplayer tutorial part 1: Concepts.