Dr. David Grimes has this diagram on his most recent blog posting which certainly helped me understand the process of Vitamin D, from the Cholecalciferol vitamin D state, through the liver becoming Calcifediol - the latter taking immediate effect in boosting the immune system against Covid 19 (and others)
In summary
Cholecalciferol is fine but, because it has to be converted by the liver to Calcifediol, the effect on Vitamin D levels in the blood takes longer.
In other words, for an immediate boost to Vitamin D levels, Calcifediol should be taken.