Security Report on SharePoint - Fastest Way

What is the fastest way to run a report on Sharepoint permissions - Graph API, Pnp, MS Powershell, REST API?

I need to get a report back for a list of users on their access on every site, list/Library, and file/item level in the tenant, with 10K+ sites, 10K+ OneDrives. 

I see there are many 3rd party tools available like Avepoint, Sharegate, etc. and I used one of these tools to run a report for a single user, just to return Sites (no item level or Lists/Library) and its taken 3 hours and report is still running. 

And we have to consider any throttling MS will do with long running queries or number of queries per second.

Just wondering what people do these situations?

PS: I realise having large number of sites and data is an issue, and with inheritance broken doesn't help either but trying to understand what people do in similar situation.