I am going through major issues with this lag on loading screens. Most notably on mario maker, but it also exists on what seems to be all of my wii u games (I've tried Splatoon, Bayonetta 2, and even the wii vc for Mario Galaxy).
I've attached my most recent log files although I'm unsure if that will help. Let's hope that Elgato gets to fixing this asap.
If there is any information which I can help provide on the problem, just ask and I'll help.
Edit: To provide more information on what I have tried: I started on windows 10 and had the problem. Recently I downgraded to windows 8.1 where the problem still persisted. It exists for me on both OBS and OBS studio, but not the (vastly insuperior) Elgato software. I have also tried in OBS studio setting fractional frame rates (29.97 and 59.94fps instead of 30 and 60fps) which has not proven to be any better for me. In addition to this, I have ensured the elgato is plugged into a usb 2.0 (i.e. not 3.0) port. There has been a few other things I've tried but none are coming to mind.
I also want to mention that as I am using an audio mixer, the audio is desyncing from the game too. Meaning my audio is maintaining a constant rate, while the elgato (so specifically my video) goes at variable rates. This results in the audio and video being in sync at the start of capture, and becoming out of sync over more and more load screens, although sometimes it catches back up close to where it should be, only to desync once again.