I doubt WHDload cares about AGA or OCS/ECS in terms of speed. And for an OCS/ECS game I bet it doesnt do anything!
Perhaps you do not have enough RAM? How much Fast RAM do you have? The full 8Mbytes?
Perhaps you have "Preload" option deliberately turned off on your slaves?
http://www.whdload.de/docs/en/opt.htmlEdit the tool type on one of the icons of the WHDload slaves you have.
First check what tooltypes you already have and if necessary add one or all of following: (on separate lines)
NoMMU
Cache
Preload
See if that helps