"Load Error" Is Not A Bug, The Game Is Actually Working As Intended
One thing I noticed is that HDD (and external/low speed/older SSD I would imagine) is only supported on the Minimum specifications listed for Veilguard by EA:
Dragon Age™: The Veilguard - PC System Requirements (ea.com)
If you are using an HDD (or potentially an external/low speed/old SSD) it is only supported using the "Low" graphics preset only, any other graphics preset or higher level graphics support shows an SSD is required. So, regardless of the rest of your specs, if you are using an HDD (or potentially an external/low speed/old SSD) you should only attempt to play the game on the "Low" graphics preset. If you want to play the game on a higher graphics preset it is required that you have it installed on an internal SSD.
So, while EA did make it clear that unless you want to play the game on the "Low" graphics preset you can't use an HDD, they really should have made it much, much more clear in their requirements, especially on Steam where they did not post this graphic.
Given this I wouldn't expect this issue to ever get fixed, because it isn't a bug. If you are running the game off of an HDD (or potentially an external/low speed/old SSD) unless you want to play the game on the "Low" graphics preset it will likely never work correctly on any other graphics settings and this is something that can't be changed since it is fundamental to how the game loads assets into memory.
I forgot to mention, for anyone that is getting this error and has the game as well as their save game files on their primary internal SSD, the issue is that your in-game graphics settings are exceeding the ability of your SSD to keep up. The only thing you can do is decrease the graphics settings you are using until the error no longer occurs. I'd suggest going down one preset graphics settings step at a time until the error no longer occurs. Once you reach the point that the error no longer occurs that is the preset graphics setting that your system's SSD can handle. If you have already reached the "Low" preset graphics settings and the error is still occurring the only thing you can do at that point is lower the resolution that you are running the game at, and/or lowering and capping the frames per second (FPS) that you are running the game at. This will also help to reduce the amount of data that your SSD has to stream at any given moment to your GPU. You can also try lowering the resolution and FPS instead of reducing the graphics preset that you are using for the game as far as you need to in order to stop this error from occurring if you want to try and find the optimal possible combination of graphics fidelity, resolution, and FPS that your system can handle for the best gaming experience. However, lowering the resolution and/or FPS by themselves may not be enough to prevent this error from occuring so please keep in mind that you will likely also have to lower the graphics preset you have selected in order for this error to no longer appear.
