DEFINITELY make sure you add the Sonar Content and Cakewalk Projects folders to the exclusion list of whatever antivirus software you use, and the same for your sample libraries.
Sample libraries in particular were already scanned during the download process, and are pretty much going to be read only, so there isn't a credible security exposure to keeping those from being scanned every time they are accessed. That alone will GREATLY improve load performance for sample-based instruments/sounds in Kontakt, or Play, or whatever you are using.
There are also parameters in Kontakt that let you specify how much of a given instrument to load initially, and then the rest gets streamed from disk. THAT can have a positive or negative impact on load times.
There have been additionally some discussions about leaving Windows Indexing on or off for drives - and that might be good to review. I haven't kept up on the considerations for that, one way or the other, but others may have some thoughts on it for you here.
Also, if you are loading massive numbers of instruments into each Kontakt instance, you are also preventing the CPU from using multiple cores - and per Noel of Cakewalk, you might be better off to load only up to 4-6 instruments into any given single instance of Kontakt. At some point, it helps performance to use multiple instances of Kontakt, versus a giant instance loaded to the gills.
I have over 2 TB of sample libraries, and I have NEVER seen any one instrument take more than a matter of seconds to load, and other than my C: (which has only Windows and applications - no content), all of my other drives are SATA III 7,200 RPM HDD's. I have ZERO sample loading performance issues on my system.
I hope any of the above is helpful, as well as some of the other posts in this thread - the fact that there aren't screaming masses of complaints in these forums about this load-time issue you are having is actually GOOD news - as it means that most folks are not experiencing that issue, which means there is an OUTSTANDING chance your issues can be resolved through chipping away at potential contributing factors for why YOUR load times suffer as they do.
So, cheer up - I think - and between everybody there are likely some things that will help you resolve these issues.
Bob Bone