2.:
Use the following in a script file:
SetupLoadScreen(string&asTextCat, string&asTextEntry, int alRandomNum, string&asImageFile)
(See wiki:
http://wiki.frictionalgames.com/hpl2/amn..._functions )
This makes the load screen exiting the map the one specified. You would need to have the language file contain the named entry in the named category for the message. The third parameter (if > 1) appends a random number (< the parameter) to the end of the string in argument 2 (asTextEntry). Use the last argument to set up your custom image, which would be in your custom story folder.
Music remains playing over the load screen - so just start the music you wish to play when loading just before you exit the map.