The Eisenhorn series sheds some light on them. I'll toss out some quotes.
"Thet are totally inert, by any auspex measure known to our race, but many believe their presence explains the quieting of the violent warp torrents that make the Cadia Gate the single, calm, navigable route to the Ocularis Terribus."
A renegade Inquisitor is thinking of using a copy of the pylons. Do keep in mind that he is probably at least partially mad.
"The pylons of Cadia pacify the warp. By amplifying them using extreme-level psykers, they could be made into a weapon. A weapon to destroy the warp! A weapon to collapse the Eye of Terror in upon itself!"
Eisenhorn's response to it:
"He was raving, insane. What patches of truth or sane notions might lurk in his words, I had no idea. There was no way to distinguish them from his lunatic fancy. All I knew was that a pylon, psychically super-charged might do all manner of things, but its side-effects would be catastrophic. It could lay waste to the continent, the planet."
Less helpful than I hoped for, but it's something. Now to answer what I can answer about your questions.
I've heard some people posit that they were created by the Necron to limit the effects of the Warp and incursions into real space
I've personally never read anything about this, but then again I don't read too much Necron fluff. I'd put it at unlikely.
As well, do the Pylons have any effect on Warp travel in their immediate vicinity
They do, in a way. They calm the area around the Eye of Terror. I wonder if Cadia would be sucked into the Eye of Terror, if not for the pylons?
As to any other effect (increased/decreased time dilation or speeds) I do not know.
would that also impede any ship from exiting the Warp in their immediate vicinity?
Unlikely? As vessels have to make it to the Cadian system one way or another. Unless you're talking about a very close proximity like within the system?