Oh for god's sake, it's possible. Why don't you fuсking try to find a way yourself? Download Warcraft 2 Viewer, open war3.mpq with it, find files:
UI\Glues\Loading\Multiplayer\Loading-Human-BotRight.blp
UI\Glues\Loading\Multiplayer\Loading-Human-TopRight.blp
UI\Glues\Loading\Multiplayer\Loading-TopLeft.blp
UI\Glues\Loading\Multiplayer\Loading-BotLeft.blp
Convert them to .bmp files, edit them, convert back to .blp, and import into your map using world editor's import editor. Change their pathes to: (by double clicking on them)
UI\Glues\Loading\Multiplayer\Loading-Human-BotRight.blp
UI\Glues\Loading\Multiplayer\Loading-Human-TopRight.blp
UI\Glues\Loading\Multiplayer\Loading-TopLeft.blp
UI\Glues\Loading\Multiplayer\Loading-BotLeft.blp
(same as they were in war3.mpq)
Make all players Humans, and choose "no custom loading screen". You'll have your drawn screen with map preview and list of players on it, indicating who has already finished loading and who has not.