After short reconnection (about 10 seconds out of the game), I am reconnected but FPS significantly drops and mouse is no longer locked to window. Workaround for mouse is just use task switch and select game, it will re-lock the mouse but FPS are very low for about 30 seconds - I guess game is loading all textures.
If HotS is installed on a SSD then it is unlikely to be caused by textures loading. On a typical modern gaming targeted system match load times are at most a few seconds and dynamic loading might cause frame time spikes but should at worst be a few frames.
The issue may be caused by having to reconnect. The trigger that caused you to disconnect in the first place might still be affecting your system, just not enough to cause another disconnect. An example of such trigger would be major network disruptions between your system and the Blizzard servers causing packets to arrive impossibly late or most to be dropped in transit. If such network unreliability continues after the reconnect then your system will forever be cycling between waiting for server (game paused) and fast forwarding (low FPS) to catch up.
To rule out it being caused by the windowed mode and losing focus of the application you could try a match or two in exclusive fullscreen mode. If FPS still is an issue after reconnect then this is unlikely to be the cause.