Regarding in the WinCE Nextgen version 9.19.2.543580 data.zip, the different sizes of loading.bmp are for the different resolutions

ldpi 200*200
mdpi 266*266
hdpi 400*400
xhdpi 533*533
xxhdpi 800*800
xxxhdpi 1066*1066

note that these are the same sizes used for the loading of LUNA 9.35.2.153810

just complete the ux with the missing directories and the images resized to the correct values