#1 You are absolutely slaying your workouts from what I've seen. There is going to be an inevitable levelling off in calorie burns as you become more conditioned, but I don't think you have anything to worry about.

#2 I'm very reluctant about using ankle or wrist weights in VR (or in many other types of training for that matter). Having weights that far out on your extremities can put a heck of a lot of torque on your joints, especially your shoulders and elbows. With wrist weights there's even more impact than what you'd experience from doing the same movements holding dumbbells, because your wrists aren't even able to absorb any of it. Also, given the unpredictable movements in many of the games, it becomes just that much easier to miscalculate and tweak your shoulder the wrong way.

I think ankle weights are safer to use than wrist weights, but I can still imagine if you step out the wrong way, it could leverage your hip or knee to an uncomfortable degree.

I chose to use a weighted vest because, instead of the extremities, the mass is kept close to the center of the body which is more stable. There is still going to be increased impact on the hips, knees, and ankles, but at least the force is being applied in a direction that those joints are designed to optimally absorb.

A pricey one, lol: http://www.roguefitness.com/box-weighted-vests-universal-camo

It's been really great though. The problem I've always had with weighted vests is that they tend to shift around a lot or sag, but this vest fits very snugly.

Whichever one you choose, start light and progress slowly. I started with 2.5# and added 2.5# every other workout for a while, then every third, etc.