Dynasty Warriors Xtreme Legends Complete Edition has received a 1.01 patch today, which should take care of loading screen bugs. A number of players with multi-core processors were having problems with infinite loading screens, glitched in-game movies and similar issues that would halt their progress in the game.
That should now be fixed, according to the patch notes which accompany v1.01. All existing save game data for Dynasty Warriors 8 should still be fine after applying this patch. Which is handy because Steam just downloads this stuff automatically. Here are the changelog notes from this release: 2b1af7f3a8