Man! these are the times when I miss the dislike button 
Just kidding!
At the end of the day, I'll do what I judge is ok for me and if I want to take the risk of sending directly to the embassy via DHL, I promise I won't come back on the forum to cry if it goes wrong 
Just kidding!
Hey it seems like you were looking for someone to tell you to go through DHL instead of VFS. Whatever works for you!