To see why some code runs faster than other code, you should profile it. In Python, the easiest way to get started with profiling is to run:
python -m cProfile <script.py>
In my case, I wrote a simple script that calls either the slow solution or the fast solution:
# Pasted code from original question.
# Also renamed the slow version to `SlowSolution` and the fast version to `FastSolution`.
...
# solution = FastSolution()
solution = SlowSolution()
print(solution.findAnagrams('abcdefg' + 'a' * 10000, 'gfedcba' + 'a' * 10000))
Then I just ran the script using SlowSolution and FastSolution. Here's the output of my profiler results using SlowSolution:
$ python -m cProfile counter.py
[0]
         100204 function calls (100192 primitive calls) in 2.557 seconds
   Ordered by: standard name
   ncalls  tottime  percall  cumtime  percall filename:lineno(function)
    10008    0.015    0.000    2.538    0.000 __init__.py:516(__init__)
    10008    0.009    0.000    2.522    0.000 __init__.py:585(update)
        7    0.000    0.000    0.000    0.000 _collections_abc.py:392(__subclasshook__)
        7    0.000    0.000    0.000    0.000 _weakrefset.py:16(__init__)
        7    0.000    0.000    0.000    0.000 _weakrefset.py:20(__enter__)
        7    0.000    0.000    0.000    0.000 _weakrefset.py:26(__exit__)
        7    0.000    0.000    0.000    0.000 _weakrefset.py:36(__init__)
        7    0.000    0.000    0.000    0.000 _weakrefset.py:52(_commit_removals)
        9    0.000    0.000    0.000    0.000 _weakrefset.py:58(__iter__)
    20022    0.007    0.000    0.007    0.000 _weakrefset.py:70(__contains__)
        7    0.000    0.000    0.000    0.000 _weakrefset.py:81(add)
    10008    0.010    0.000    0.017    0.000 abc.py:178(__instancecheck__)
      7/1    0.000    0.000    0.000    0.000 abc.py:194(__subclasscheck__)
        1    0.000    0.000    2.557    2.557 counter.py:1(<module>)
        1    0.000    0.000    0.000    0.000 counter.py:17(FastSolution)
        1    0.000    0.000    0.000    0.000 counter.py:3(SlowSolution)
        1    0.017    0.017    2.556    2.556 counter.py:4(findAnagrams)
    10008    2.490    0.000    2.490    0.000 {built-in method _collections._count_elements}
        2    0.000    0.000    0.000    0.000 {built-in method builtins.__build_class__}
        1    0.000    0.000    2.557    2.557 {built-in method builtins.exec}
        7    0.000    0.000    0.000    0.000 {built-in method builtins.getattr}
    10008    0.005    0.000    0.022    0.000 {built-in method builtins.isinstance}
      8/2    0.000    0.000    0.000    0.000 {built-in method builtins.issubclass}
    30024    0.003    0.000    0.003    0.000 {built-in method builtins.len}
        1    0.000    0.000    0.000    0.000 {built-in method builtins.print}
        7    0.000    0.000    0.000    0.000 {method '__subclasses__' of 'type' objects}
       14    0.000    0.000    0.000    0.000 {method 'add' of 'set' objects}
        1    0.000    0.000    0.000    0.000 {method 'append' of 'list' objects}
        1    0.000    0.000    0.000    0.000 {method 'disable' of '_lsprof.Profiler' objects}
        7    0.000    0.000    0.000    0.000 {method 'remove' of 'set' objects}
and FastSolution:
$ python -m cProfile counter.py
[0]
         146 function calls (134 primitive calls) in 0.005 seconds
   Ordered by: standard name
   ncalls  tottime  percall  cumtime  percall filename:lineno(function)
        2    0.000    0.000    0.001    0.000 __init__.py:516(__init__)
        7    0.000    0.000    0.000    0.000 __init__.py:536(__missing__)
        2    0.000    0.000    0.001    0.000 __init__.py:585(update)
        7    0.000    0.000    0.000    0.000 _collections_abc.py:392(__subclasshook__)
        7    0.000    0.000    0.000    0.000 _weakrefset.py:16(__init__)
        7    0.000    0.000    0.000    0.000 _weakrefset.py:20(__enter__)
        7    0.000    0.000    0.000    0.000 _weakrefset.py:26(__exit__)
        7    0.000    0.000    0.000    0.000 _weakrefset.py:36(__init__)
        7    0.000    0.000    0.000    0.000 _weakrefset.py:52(_commit_removals)
        9    0.000    0.000    0.000    0.000 _weakrefset.py:58(__iter__)
        8    0.000    0.000    0.000    0.000 _weakrefset.py:70(__contains__)
        7    0.000    0.000    0.000    0.000 _weakrefset.py:81(add)
        1    0.000    0.000    0.000    0.000 abc.py:178(__instancecheck__)
      7/1    0.000    0.000    0.000    0.000 abc.py:194(__subclasscheck__)
        1    0.000    0.000    0.005    0.005 counter.py:1(<module>)
        1    0.000    0.000    0.000    0.000 counter.py:17(FastSolution)
        1    0.004    0.004    0.005    0.005 counter.py:18(findAnagrams)
        1    0.000    0.000    0.000    0.000 counter.py:3(SlowSolution)
        1    0.001    0.001    0.001    0.001 {built-in method _collections._count_elements}
        2    0.000    0.000    0.000    0.000 {built-in method builtins.__build_class__}
        1    0.000    0.000    0.005    0.005 {built-in method builtins.exec}
        7    0.000    0.000    0.000    0.000 {built-in method builtins.getattr}
        1    0.000    0.000    0.000    0.000 {built-in method builtins.isinstance}
      8/2    0.000    0.000    0.000    0.000 {built-in method builtins.issubclass}
        6    0.000    0.000    0.000    0.000 {built-in method builtins.len}
        1    0.000    0.000    0.000    0.000 {built-in method builtins.print}
        7    0.000    0.000    0.000    0.000 {method '__subclasses__' of 'type' objects}
       14    0.000    0.000    0.000    0.000 {method 'add' of 'set' objects}
        1    0.000    0.000    0.000    0.000 {method 'append' of 'list' objects}
        1    0.000    0.000    0.000    0.000 {method 'disable' of '_lsprof.Profiler' objects}
        7    0.000    0.000    0.000    0.000 {method 'remove' of 'set' objects}
The output can be a little strange to read at first, but we're really interested in the tottime column. That tells us how much total time we spent inside of a particular function.
As you can see, the script spends almost all of its time inside of {built-in method _collections._count_elements}. That's an internal method used by a Counter which we can infer gets called every time you create a counter (like collections.Counter(p)).
To make the code faster, you should call collections.Counter(...) fewer times and/or with shorter strings. In the slow version, you're counting len(p) characters len(s) times. This has a runtime of O(sp) which is quadratic and explainswhy it's so slow on large inputs.
On the other hand, the faster solution counts each character of s exactly once which gives it a runtime of O(s + p). This is much faster and will scale with much larger inputs.
For more info on profiling in Python, see How can you profile a python script?