Local connection to nated gameserver very slow / high ping

Your export has this one multiple times:

add action=dst-nat chain=dstnat dst-address-list=WAN-IP dst-port=25565-25620 \
    protocol=tcp to-addresses=192.168.2.141

if that’s not the case check your export again and post a new config

Also on your screenshot your NAT rules have 0B Transferred. You sure theyre working?
nvm i didnt read that far while playing a game ^^

EDIT: also that “hairpin nat” rule is never gonna work. As you never actually access the server with the 2.141 IP if you’re using your WAN-Address
You must use your wan IP as dst-address.

Check this:
http://forum.mikrotik.com/t/hairpin-nat-the-easy-way/146718/1