Ah, yet another salt war is about to start... (grin)
Here is how all this shapes up. You see a lot of great tanks and many different salt brands are used.
The comparison tests made by the salt manufacturer are going to be biased. None of them are going to say we did the test and our salt did poorly. Of the tests that I have seen done by others, I have yet to see on that I didn't consider flawed and in many cased there were multiple flaws in the tests.
There are a few things you can do to make sure you are not using an obviously inferior brand of salt. After you mix a batch of water, and let it stand for awhile, adjust it for SG and then run your normal tests. You should see pH, calcium, magnesium, and alkalinity close to normal levels. If you see something that is way off, you likely have a brand of salt you don't want to use.
I know there are some people that will think, well, I'll just add a supplement and adjust the levels to where I want them. My thought is that if the manufacturer didn't get a major factor you can test for correct, they likely got a lot of factors you can't test for incorrect also.
Years ago there were a lot of marginal salts on the market. While there are some remaining, most quality salts should give you good results. Like anything else you get what you pay for.
If you are going to change your salt brand, do it very carefully, especially at first. Only change about 10% of the water the first several times. After you make the change, carefully observe your livestock over the next week. It should be looking at least as good and hopefully better. Make about 3 more 10% water changes about a week apart. The new salt will make up about 30% of the salt in the water at this point. Now you can either continue the 10% as usual, or make larger partial water changes to get close to 100% of the new salt.
If you see a problem, don't be afraid to make water changes to take you back to the old salt. You may have to make several major water changes to do this.
Now to answer your specific questions. I think you will see an improvement with Red Sea salt. It's generally considered to be a good salt. Is it worth the money? If I'm getting better results, within reason, I'm generally willing to spend the additional money. Others feel that the additional money spent is completely wasted.
On natural sea water. If you can collect really pure sea water, it can be a reasonable alternative, This usually means going out a few miles on a boat and collecting it, but you might do ok on the beach, if your out on the Florida keys. The downsides are that the water might contain unwanted things, such as parasites, diseases, and other pollutants. It is also a tremendous amount of work to lug all that water. If you collect 50 gal of water, that is going to weigh about 430 lbs.