Please note this is an old forum thread. Information in this post may be out-to-date and/or erroneous.
Every phpdocx version includes new features and improvements. Previously unsupported features may have been added to newer releases, or past issues may have been corrected.
The only approach to use different headers and footers on each section is merging the DOCX. Phpdocx doesn't support any other solution to accomplish it.
About perfomance, just comment that the MultiMerge class is really fast.