First, if you open the map in the editor and then go to the Map properties screen, make sure that "use default loading screen" is checked.
(Make sure all 4 parts of the loading screen are using .blp format)
When you import the parts, make sure you replace the parts to the following parts
UI\Glues\Loading\Multiplayer\[replaceable name here].blp
Now, the paths I've underlined will always contain on every screen, no matter what race you have chosen. The other ones are changing determinated on that.
To fix this easily, you could
A) change all the "playing" players races to have the same one at the beginning.
B) override all the parts with same corresponding images, but it will probably end up by taking too much space of your map.