There's no difference between loading 1 large object or loading several smaller objects to make up a large object in terms of pre-loading time. So to answer the question on speeding up loading time, the only thing you can do is reduce the amoutn of polygons the model contains, and the amount of additional information it has with it (texture size, opacity settings, etc.). Its like asking how to make a fat person run faster, either you get them in better shape (reduce the polies) or give their body more energy (increase the cpu power).
DBP tends to like having 1 large object as apposed to several smaller ones, however if you implement some culling functions when using several smaller models, the game will run much faster during runtime. By this I mean you can hide the sections of the map file that the user isnt looking at, you can also stop detecting collision with them, stop casting shadows on them, etc etc. The more you lessen the amount of tasks the computer has to perform on each object, the less the game will lag during runtime.
