There are multiple ways to achieve this:
In G-code
You don't necessarily need to do that in firmware, TH3D is based on Marlin firmware and is just a monolithic implementation for most popular printers and boards that helps novice users to easily configure their printer, but in the meantime it hides other options from plain sight.
Being a derivative fro Marlin firmware, the bed leveling speed in between probes can also be easily set in G-code. G-code G29 has a speed parameter:
S : Set the XY travel speed between probe points (in units/min)
From below (TH3D firmware) can be seen that a value of 12000 mm/min will speed up and is generally safe to use.
In Marlin firmware
In Marlin firmware, the speed setting in between probes is found in Configuration.h:
// X and Y axis travel speed (mm/min) between probes
#define XY_PROBE_SPEED 8000
In TH3D firmware
In TH3D firmware this speed is buried in the Configuration_backend.h:
#if ENABLED(PROBING_MOTORS_OFF)
#define XY_PROBE_SPEED 8000
#else
#if ENABLED(SLOWER_PROBE_MOVES) || ENABLED(TH3D_EZ300) || ENABLED(TIM_AM8)
#define XY_PROBE_SPEED 8000
#else
#if ENABLED(EZABL_SUPERFASTPROBE)
#define XY_PROBE_SPEED 16000
#else
#define XY_PROBE_SPEED 12000
#endif
#endif
#endif
The speed is depending on setting of the PROBING_MOTORS_OFF in Configuration.h:
// This will disable the XYE motors during probing. Can be useful if you have stepper motors causing interference issues with the EZABL sensor.
#define PROBING_MOTORS_OFF
or depending on the speed settings for specific setting/sensors (ENABLED(SLOWER_PROBE_MOVES) || ENABLED(TH3D_EZ300) || ENABLED(TIM_AM8):
// If you have issues with your machine running the faster probe setting disable the #define EZABL_FASTPROBE below.
// DO NOTE: Most machines will work with the fast probe enabled. Use M48 to verify accuracy.
#define EZABL_FASTPROBE
// Superfast probing - Only works with the EZABL Pro Sensors
// DO NOTE: Not all machines will work with the fast probe enabled. Use M48 to verify accuracy and make sure the Z isn't binding with the high speeds.
//#define EZABL_SUPERFASTPROBE
Basically, if you have not defined one of the following: PROBING_MOTORS_OFF, SLOWER_PROBE_MOVES, TH3D_EZ300 or TIM_AM8, the XY_PROBE_SPEED will default to a value of 4000 (depending of the definition of HOMING_FEEDRATE_XY) since the constant is not defined, see Conditionals_post.h):
#ifndef XY_PROBE_SPEED
#ifdef HOMING_FEEDRATE_XY
#define XY_PROBE_SPEED HOMING_FEEDRATE_XY
#else
#define XY_PROBE_SPEED 4000
#endif
#endif
In Marlin you would simply change the value of the travel between probing speed whilst in TH3D you need to sort out if one of all those conditions are met. For advanced users with a slightly different printer setup, the TH3D software might be less optimal. Do note that forks of the Marlin firmware that are heavily modified always (like TH3D) lack behind the original sources; you are dependent on the implementation schedule of the fork maintainer. But, for people that have not modified their printer, have a limited knowledge of software (C/C++ development) and firmware flashing, or their modification falls in the supported options of TH3D, the monolithic TH3D might be very helpful!