Hmm, the game shouldn't be compiling after it's exported though, does it take a while to open the exported EXE too then?
Also, I don't believe there is a way to load event sheets sadly, but you could use Python scripts to do things (this is going to sacrifice in-game performance vs. the startup performance though).
The level editor seems the best way to go, as you could use one layout to load all the objects. If you'd like to see a way of loading all objects (and even graphics) from files you can grab the engine source to my Alpha version of I Had Hope (extra plugins needed are also on the download page): http://ihadhope.blogspot.ca/p/download.html
As an extra option, you could make a mini "loading game/exe" that runs and when the other game opens you can close the loading game (I know of opening files from CC, not sure how to handle the closing though).
Hope that helps!