Is there nothing that will slow gravity down? Does that mean that gravity is essentially faster than light? I mean not technically, but for all practical cases it would be slightly faster?

Regarding your first question, the only way we could even determine if it a meaningful question to ask is if we demonstrated conclusively if gravitons exist or not, which would require a quantum theory of gravity that we currently just don't have. Great question though.

Regarding your second question, yes. And as we increase our number of gravity wave followed shortly by EM wave detections, I'm willing to bet that the difference between the two will become a very useful tool in the cosmic distance ladder toolbox.

https://en.m.wikipedia.org/wiki/Cosmic_distance_ladder

Electromagnetic radiation is never actually slowed down, but the effective speed of light in a medium is more a function of a statistical averaging effect as some radiation is absorbed and re-emitted. So a wave packet that might be very narrow, representing a distant pulse, will tend to spread out as it travels through a medium. The net effect will be that the maximum of the impulse will happen further after the (undetectable) leading edge of the packet, leading to the apparent slow-down of electromagnetic radiation.

For gravitational waves the same effect will happen, as the waves pass through matter with its own stress-energy that will absorb some of the incoming radiation and re-emit it. But gravitation interaction with matter is so much weaker that it would take a significant amount of concentrated stress-energy or order to have the same effect. Sparse matter in interstellar space is too diffuse to experience tidal effects even at the small magnitudes of gravitational waves.

Gravity follows the space just as light does nothing slows it down other than space curvature which doesn’t technically slows it down just can increase its path.

Gravity cannot travel faster than light in vacuum traveling faster than light in a medium is possible and happens all the time in nuclear reactors for example.

Since interstellar space isn’t empty light can lag slightly behind a gravitational wave but it does not affect the ultimate speed limit of the universe.