what approach should I use to achieve one single game load

I'm still gathering answers for some topics for a 2d sidescroller game. I'm currently in the part of "loading". My goal is to use one loading screen ( scene ) and load all the game ( or the most heavy part ) and when I pass from one level to the other I don't see any gab-delay for loading time, it should looks like one continuous path.

Some of the ideas I see talk about "LoadLevelAdditive" with t$$anonymous$$s I will load level 1, 2, 3, 4... and so on and make somet$$anonymous$$ng like one single large level with all the content of each of t$$anonymous$$s level/scenes right (I will deal with the instantiate part later)? T$$anonymous$$s means I will have like ALL the levels loaded since level1 ?

Other idea I see is: use only one scene with prefabs as level containers. So I will place all the prefab levels in 1 scene and work from there.

I really appreciate any advice from experienced developers, so I could be on the right track.