I've added 2 blue lights on top
That said the whole environment mapping etc. is totally unplausible right now, I've changed some stuff somewhere and now the values don't match at all. I'll give it another pass tonight or tomorrow. I think the main issue lays in the fact that I moved the gamma space conversion to post processing and now some parts are left in wrong gamma.
Maybe a bit, but it will never be cheap. You can use smaller shadow maps, this will make the blur effect bigger / cheaper but you might see some shadow aliasing artifacts if you go too low. Try 512.
All values >4 are actually crazy compared to what normal games have to work with. I am thinking about other ways to blur shadows, but it's a difficult topic in general, that's why games usually don't have very soft shadows on small geometry.
There is another way to have soft shadow mapping with "Virtual Shadow Maps" - and I've used them before, as you can see in the screen shot above. These are cheap soft shadows, but I couldn't use them for point lights, so I've dropped them (In the shot above I still had spot lights). I may look into reenabling them.
That said VSMs have their own set of problems. They are very soft, but sometimes light will "leak" through objects.