USE=-threads seems to result in a very long wait before data is made available to the browser: Wireshark measured roughly 300 seconds between "CONNECT ..." request from browser and "...Connection established" response from Privoxy. NOTE: Privoxy faq 5.24 entry lists this as a common problem for Gentoo users. Suggested resolution: a) force USE=threads b) print a warning when merging with USE=-threads
Threads are already enabled by default: IUSE="... +threads ..." If you disables them, you should know what you are doing. Nevertheless warning is added.