Update Feb 16, 2016: Firaxis have confirmed to Eurogamer that while the trick is mostly harmless, it could cause a game crash.
Those who have been using the caps-lock trick to skip load times in XCOM 2 after missions may be risking crashes as the game piles all loading into a single frame. However, Firaxis have said it is faster and don't warn of any possible corruption from doing so. Your previous saves should be enough to safeguard you if you're in a hurry.
Here's the best XCOM 2 mods, none of which will reduce your load time at all, in fact they're likely to increase it.
Here's the full statement, given to Eurogamer last week:
"Hitting the key, through a rube-goldberg-esque series of events, forces all outstanding load requests to be filled immediately in a single frame. This causes a massive hitch, and potentially could crash the game. If you don't care about those adverse effects the synchronous load is faster."
Assuming Firaxis don't intend to patch it out, I'd assume it isn't actively dangerous beyond the possibility of a crash. It's possible slower machines might have more of a problem with it, and obviously it interrupts the lovely animation of all your happy soldiers after a job well done, but it is probably basically safe. Happy skipping!
Original Story 16 Feb, 2016: Um, okay. So the brave anti-alien warriors over at Eurogamer have discovered that those over-long XCOM 2 load times can be shortened, specifically those that come as you stare at your troops celebrating/commiserating in the Skyranger after a hard day's liberation. A tap of the Caps Lock key will freeze the screen for a couple of seconds, then give you the all-clear, reducing your wait time by half a minute. Even on my brand-new machine I've had troubles, so a workaround is handy.
They've made a video to demonstrate it:
How odd. As they speculated, clearly it's a hold-over from some part of development, given there's nowhere in-game that tells you about this. I have a couple of theories of my own.
First, it's possible that what it's doing is trading the processing power of animating the various characters and camera in the Skyranger to focus it all on loading - hence why it locks up for a couple of seconds after pressing caps lock. This would be a logical trade-off, but a few small animations and one moving camera doesn't seem like it would translate into 30-second-or-more gains. I'm not an expert on how different bits of code take priority, but that doesn't seem like equal exchange.
The other possibility is that a lot of background checks are being ran, after all the actual loading is done. Possibly to prevent bugs, upload data to servers, or some such. We've seen the impact being online can have on load times, specifically with MGS5 in the recent past. In XCOM's case, either those checks weren't taken out for release, or the way to skip them was missed. One means the trick is safe to use, the other might be more problematic if not using them was meant to be for debugging or faster development only.
Until we hear word from Firaxis in an upcoming patch, which they've confirmed recently will be focused on performance issues, I'd want to avoid using it in an Ironman game where problems could permanently effect your save. Normal games - which frankly you should be playing anyway, the game's far too buggy to not be able to reload, at least in my experience - go hog-wild. There haven't been any side-effects seen yet, but it's not had widespread use.