I suppose from your answer that it is not possible with Harlowe..
No, you can suppose from my answer that I can't think of an easy way to archive the result you wish without either:
3. Some combination of both 1 & 2.
NOTE: The SugarCube story format has a 'loading' indicator like the one you want, but that story format was designed to include that feature as part of it's engine initialisation/loading process.