Well, the solution to your issue would depend on how the teleportation system works.
If you’re doing some kind of spell, where the user presses a button and teleports, then give that “spell” a casting timer, with a length of 5-10 seconds, and at the beginning of the spellcast, tell it to start loading the appropriate level. (Think World of Warcraft’s Hearthstone item.) If, however you have a physical location in the map for the teleporter, place a good sized trigger zone all around the teleporter that loads the level before they get to it.
If you want the teleportation to be instant, then you basically have 2 options; 1) always have the teleportation destination zone loaded, or 2) add a short loading screen.