Humm I'm not sure I understand what you mean.
Preloading in UFE works like this:
If you toggle "Hit Effects" the system will go over each game object under Global Editor -> Hit Effects, then over each character being loaded and search for every particle, projectile and any game object that can be potentially spawned during the match.
It spawns each of these game object temporarily (giving enough time to warm whatever extra effects might pop out during the preloading time), then delete them all before the match begins.
By toggling "Warm All Shaders" UFE also triggers this Unity function:

Shader.WarmupAllShaders();

https://docs.unity3d.com/ScriptReferenc … aders.html
If you haven't tested this yet, try untoggling this option and see if it makes any difference.

If you are however having issues with memory leaks or objects not properly being de-spawned during preload time, it could be a result of unwanted script attached to some of these game objects, perhaps forcing the object to remain active or spawning other objects that were not tracked by UFE.

If you prefer designing your own preload screen, I recommend disabling UFE preloader (Hit Effects and Warm All Shaders) and looking into the LoadingScreen prefab for alternative loading methods.