"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.