Hello Vaneet,
I think there is no way to continue with the load with error. There is no "natural" way to do it.
I will strongly recomment to have a look into this:
Business Warehouse Performance Tuning at Source System
Performance Improvements in BW System
Now,
Trying to re-start...
If you have data in PSA, you can try to identify some of the lastest DOCs loaded,
then identify in ECC the subsecuent DOCS and run a new load with all docs greater that some of the lastest...
For instance if the lastest DOC is 60010201, you can start a new load from 60010100 and manage the duplicate records in objects in BW to avoid any miss record.
If you don't have any record in PSA you will need to start again from 0.
In order to reduce the overall time, identify the information you are loading and hopefully you will have DATEs or DOCUMENTS that can help you to SPLIT the load.
So, maybe you can load with several infopackage for month, year or documents number at the same time. I will recommend to load with small records at the same time with some tests and see what happends.
If the multiple loads end correct, you can try to launch several loads for some millions.
Another approach (it depends of the project and the history details you may need).
You can start loading with a DELTA and start to have information in your model and then with a little bit of time, start loading history with fulls. (this is a little more complex, but may work).
Hope this helps.
Best Regards from Mx.