How do I start NVDA automatically on the sign in screen?

To have NVDA automatically start during signin, press insert N to go into the NVDA menu. select settings and press enter. Once in settings, you'll be in the general section. in the general section, press tab until you find the option that reads something like: "Automatically start NVDA after signing in," and press space to check it. Once checked, press tab until you hear NVDA say apply, then press space to activate, then press enter to save the changes. then, press insert N to open the NVDA menu again, and press down errow until you hear NVDA say: "save configuration," and press enter to save the configuration. you can also press insert plus control plus C to save the settings. HTH.

NVDA on lock-screen is sometimes slow, doesn't strait away start speaking. Use Narrator for lock-screen, and set NVDA to start automatically once login successful.
As long as you don't need to frequently deal with admin permission screens, this approach is fine. Even for basic UAC screen, since they make a noise, and you can pritty much press Alt+Y if you know what you are doing, NVDA not speaking on those screens won't be that big of a issue.

I have noticed that on my work laptop JAWS on the other hand seems to be slow.
NVDA starts up pritty quickly mind you in saying that it is slow sometimes.

I'm not sure why SK is experiencing this, otherwise I would offer to help. System task priorities maybe? Aging hardware? Too many tasks running? That said this is not an issue I have experienced on either my laptop or my desktop. Ironically, I had to fire JAWS up on the former just a few hours ago and holy hell it was so much less responsive than I have ever seen NVDA on any machine I've ever used (even a laptop that's literally a decade old).
I need to fix JAWS on my laptop, apparently. The Eloquence synthesizer is completely non-responsive, it seems. Doesn't say a word. Beyond that, speech previews in the voices dialogue are not working.
Apologies, I'm not here to hijack this thread! Lol. I will show myself out now.

I know I said I would duck out, but this is relevant to the original post! *grins*
The two settings you're looking for under general NVDA preferences (NVDA+N, p, S) are "Start NVDA after I sign in" and, if you want to use it given the varied experiences given here, "Use NVDA during sign-in (requires administrator privileges)." I've used NVDA across three different machines now and have never had any issues with it being slow to respond from the lock screen.
You may also wish to press the button that says "Use currently saved settings during sign-in and on secure screens (requires administrator privileges)." This will make your experience more consistent if you have a different speech synth/voice set as your default for example. Be aware though that this does copy any addons in your user directory, which can be extremely dangerous if the addon isn't legit. But in my time as a user who uses plenty of them, I've not heard of anyone exploiting them to damage a machine or harvest a user's information.
Hope this helps!

It's all just personal preferences, of course. I for one tend to use the portable version of NVDA, because I am on different PCs for one reason or another (in different locations, mind you), and it's simply easier for me to move a thumb drive from one machine to another. The one downside to the portable version is that, even if you have the files directly on your C:Drive: you cannot choose the run from login screen option. NVDA has to actually be installed Properly in order to do this. So, I tend to have Narrator for my login screen, and NVDA for everything else.

Just my 2 cents...