I have been starting my timer at the second 'Loading...' (actually just a "-" due to japlanglitch), just as I take control over the character ¿Is this correct?

"Timing starts upon gaining control of your character after the first loading screen and ends upon crossing the finish line of the final race against Nitrous Oxide. "

Judging by what we say in the rules, starting as soon as you gain control is right. When in doubt, just watch someone else's run and compare the timing with those, provided that person itself is using the correct method.