Sublevels and connected worlds.

Im currently working on a world where it will start in a hub, then players go into a portal to another location to collect items to be added to their inventory. Then they go to a different location that will be their own instance to place the inventory item and essentially create their own space.

What's the best way to go about setting up the worlds? I have them created but they don't share persistent inventory unless they are connected sublevels, however for sublevels, it doesn't show per player. It would load the whole new map for everyone if one player went through the portal. 

Also, I have the main hub location as a sublevel to a master world which doesn't have any geometry, just scripts and sublevels. But when I load in, it takes a long time to load the main hub sublevel that is set to active. How can I make this be preloaded so its finished when they get into the world?