First, that loading screen you see is very minimal, not using a lot of resources. An animated loading screen would.
Are you asking HOW to do it, or if it's possible?
On the few small games i have done, there is no loading time from layout to layout. The next layout just pops on screen.
Couldn't you just create events like:
When that layout triggers to go to the next layout.
For instance - when your player kills everything or overlaps the exit door > go to layout > level 1 animated layout.
On level 1 animation finished > go to level 2.
So forth and so on...