Yes, Shard and ShardRegions have their own actors. You can increase the throughput parameter on the dispatcher for those actors so that more messages are processed at a time from these actors (and any actor associated with the dispatcher) before switching to a different actor. You can also increase the number of shard regions and instances of your app, but there are trade-offs with doing that.
Also, if you are using remember entities, there are some possible potential performance issues if you have a lot of different entities. These performance issues would happen during the initial start-up, during a restart, or during a rebalance. I talked about these issues in a different topic, but no one has replied yet.