You may have seen other animations with a “loading” screen. You can make one of your own with this code

when green flag clicked
switch costume to [costume 2 v]
repeat until <(costume #) = [1]>
next costume
end
animation code here

Make sure that the switch costume block sets it to the SECOND COSTUME.

I'm not sure exactly how this works, but if i had to guess it's forcing scratch to load all of the costumes by displaying them so that they don't have to be loaded while the animation is playing.

Another technique that might work is splitting the animation into seperate sprites. IDK if this actually works, but I do it for tradition

I hope this helps!