If the slowness is only happening for users on Citrix, that probably isolates the cause to something in the network or virtualization software. I'd start by running a few Fiddler traces from the Citrix desktops, and from users not on Citrix desktops, and see where the discrepancies in load times are occurring. From there, either your networking team, or Citrix support (or both) could probably speak to what the traces are showing. And if they had any questions for Tableau, I'd open up a Tableau support case as well
My guess is you'll see something obvious in the traces that will point in the right direction, but you aren't likely to see it in the postgres repository on Tableau since the delays are probably outside Tableau.