There is no need to actually click on the waypoint -- simply moving close to it is enough to activate it. This is a large visual and audio effect with pulses of blue light and sound, so it's very easy to tell when you have successfully activated a waypoint.
In multiplayer, you can teleport to any other player, so even if activating waypoints doesn't unlock them for all active players, all you need to do is teleport to your friend to immediately unlock the waypoint yourself.
TL;DR version: Yes, Diablo III runs better in Windows than in Mac OS X.
I have a Mid 2011, 27" iMac (Specifically, with a Core i5, 2.6GHz CPU and a Radeon HD 6770M graphics card). I installed Diablo 3 in both OS X and Windows 7 and ran a few simple tests by loading up a character who was parked at the Act II starting area.
Default settings
The default/suggested video settings were the same on both platforms:
- 1920 × 1080 resolution
- High texture quality
- Medium shadow quality
- High physics
- High clutter density
- Anti-aliasing on
High resolution
My 27" iMac's display has a native resolution of 2560 × 1440. I did a separate set of tests at this resolution as well.
Low FX
Changing the texture, shadow, physics, and clutter settings only had minor effects (at least on my machine), but I did notice a significant boost by disabling anti-aliasing and turning on the "Low FX" mode.
Results
(In the chart below, D means default settings, L means default settings with Low FX mode enabled and anti-aliasing off.)
1920× D 1920× L 2560× D 2560× L
--------------------------------
OS X: 34 FPS 39 FPS 23 FPS 27 FPS
Windows: 47 FPS 53 FPS 27 FPS 35 FPS
Improvement: ~38% ~35% ~17% ~29%
I didn't exhaustively test every combination of settings and resolutions, but based on these results, I'm willing to state that yes, Diablo III runs better in Windows.
Best Answer
Exit to the menu. On the character select screen, select "Change Quest". This will let you go back to any quests you've previously accomplished, but you'll lose your progress on the current quest.