I tried to find out, when the bug happens. The loading screen appeared again on me (single player) with the following phases: 1) Press X when all the text in the menu is yellow (excluding title, of course), press X again when start is green. 2) Move left stick to left after the timer starts to count down and then press X. Try it out. If the bug won't happen, there is nothing wrong with your level. Probably.
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