Actually I tested it multiple times you are indeed faster diagonaly, its fixed it is just some weird illusion you are slow. I will probably rework my velocity component which is shared among enemies and player.
I'm pretty sure it's still slower. When I run orthogonally I can easily run away from enemies. When I run diagonally we're almost the same speed.
How do you calculate the velocity? You should be normalizing the direction vector and then scaling it with the speed.
I am normalizing and scaling with speed, I have to have somewhere huge bug..