Most efficient way to insert data to MS SQL table from OpenQuery on DB2 linked server?
I ran the query with Visual Explain and the query completes in about 1 second.


Then it probably didn't fetch 2.5 million rows, which is likely your bottleneck.


  I am trying to identify the bottleneck here and I believe it is the INSERT. 


Then try just running

select * 
from OPENQUERY(linked_server, 'select * from linktable')


To eliminate the INSERT.


  running this as SELECT * INTO may increase performance


Test that too.  And test INSERT INTO with a Temp Table.

Using a 4-part name should not improve performance.