What are the methods to decrease the loading time of the maps we make?

Decrease the amount of content contained in the map. Imported resources and dependencies would increase the loading time.

Trimming the fat, basically.

During loading screen it should do the following:
- load terrain, smaller size should be faster
- load units/doodad models, less means less models to preload
- shares banks with players
- starts map init triggers (this is like the last 20% of the loading bar)
- if a player sees a model the first time at all, some data in the shader cache file is created which lags a bit... when that cache was created, it will always be loaded faster (starting the game the first time lags terribly because of that, you might even drop directly out of the game, I had that after I cleared that cache file)
- streams some things from the server for some reason
- loads data that you defined in preload trigger actions
- loads data from dependencies (just having them even if they don't seem to be used increases loading time)

To reduce it, you need to have less of that.

But a few things would only push the lags and delays into the map's runtime creating an unpleasant game flow.
So, I prefer longer loading screens instead because I can alt tab and browse the internet in the meantime. SC2 maximizes again shortly before it finishes loading.

Oh, and if someone is dropped out of the game or cancels the streaming, the others used to wait 45 seconds longer in loading screen. But I don't know if that was fixed or changed...

How can I import only a part of a dependency?
The map of a friend that I have worked on a bit has Left2Die Mod dependency in it, but he uses from it is a single little animation thingy. It is annoying because you also need to connect on B.net just to open the map because it has to get the information from the Mod.

Else, for me, SC2 Maximized only when the lobby turns into the loading screen. If I alt-tab from the loading screen, it doesn't maximize once it's done loading.

Impossible.
You could try to extract the data that you use and put it into your map and delete the dependency, but that won't work in most cases.

Open the mod in the editor and save it locally in the mods folder. Then add a local link to that file in that mods folder.
Dependencies can have 2 links at the same time: one to battle.net and one to a file on your mods folder.

And would you have any idea as of why the same map published in NA takes more time to load than it does over EU? (Could localization affect the loading time?)

Did you load it first on US, then changed server and then played it on EU to compare the times?

Normally it should be the same. If you loaded it once, it will always load faster unless you quit sc2, I assume.

No, I've played the map thousands of times on NA, and hundreds on EU, and EU is consistently much faster (I'd say an average of 150% faster, but it can go all the way to 300%!).