Hi.
You should activate the loading screen 'before' the load scene action.
Also its not clear what action is used there (i think a Activate Game Object?)
If you name your actions its best to name them like this "Action Name - your info"
this way you can still easily see what action it is
In a state the top action will start 1st then it will start the next one and so on.
If you have actions with an event like the Load scene you have, you should use something else than the default 'FINISHED' event.