Yes - I am very familiar with the screen lag on larger projects! One thing I have found that seems to make a difference to the speed of loading projects in the playlist in general is to make sure I undock and completely close the Sonar browser window, then lock the screenset before saving the project. Having a browser present (even minimised to the side) seems to slow down loading substantially.
If you are also getting audio lag and you are running an asio driver, you might want try switching to a wasapi driver. I recently discovered that for one of my interfaces this rather surprisingly solved the issue completely. A study of one, but worth a try:)