Hey coffeeAndsoda,
sorry for the late reply. It sounds like you're a little confused about how FSMs work. An FSM is just like a script, it's simply a set of instructions. For the most part, it doesn't matter what object an FSM is placed on.
Object-specific FSMs are only most important if you're using something like "Get Owner" or you are using objects with specific layers or tags. Unity does use some basic tags and layers such as "main camera" and "player". But largely FSMs are simply like scripts, they can be used in any way, at any time, with or for any object - all depending on how you code it.
Now to answer your question, all you have to do is use load level under the circumstances you decide. Whether the player enters a trigger, collects an item, solves a puzzle, whatever, at whatever point you want your logic to say "load level", that's when you use load level. It doesn't matter what object the FSM is on.
This is true for most the questions you've been asking, it doesn't matter what object an FSM is on. Remember, the only thing that matters is the set of instructions your FSM has. An FSM on an object can communicate with any other FSM in your level, any FSM can do anything you want to anything you want - it all depends on how you code it!
edit: you should watch the Huttong tutorial on "managers" this will probably help you on things like this.