Welcome to Subsim.
...and just wait longer.
GWX has almost doubled the content in SH3 and as such the load times have increased dramatically. Load times can be between 3-7mins and the first load is the longest.
The reason why the Training missions load so fast is because they do not contain the full campaign information.
My advice, start loading and then watch a bit of TV or get a drink. It will load. You won't regret it.
LOL, just imagine what the load times would be like if the file structures were left as stock.

You could probably wait 30mins before it would load.