Are you using CDH or HDP? In HDP I would propose ORC format. Its very similar to Parquet and just better supported and tested.
If your load from SQL Server is slow its most likely not the hive creation but sqoop. So you could increase the number of mappers but there might not be an easy fix. If you have the problems in the INSERT INTO you can look into the PPT for tips. ( Specifically the distribution methods near the end )