Loading 1 instance of all your models and textures is a good idea, only if you have no memory constrains.
Also FreeEntity decreases instance count of that entity by one, and when the instance count reaches zero, the model will be freed completely. So the next time you load that model it will be loaded from the hdd.
So your only way is to hide that instance.
BTW, you only can load a model or texture in the main thread.
You can load one instance of all your models in the loading of your scene, then load any instances you want each frame. But it has no obvious benefit over loading them all at once.