1) You can’t load levels into the background but, as long as your levels are not too complex, the loading time is actually very short (less then a second in many cases).
BTW: There is no reason to do a “wait(45)” after a level load. Levels, no matter their size, only take 2 frames to load and run.
2) Transferring creature with you into the next level is a little trickier, but not impossible. You would have to have the creatures in every level and then “simply” update their location and status after each level load.