re: merging
You can easily keep a file of all activities, as well as the most recent subset (the current year for example). The best way to manage this would be to normally sync into the current document, then periodically open the "all" document, go back and select new activities in the current document and copy them to the paste buffer (CMD-C), then return to the "all" document and paste in the new activities (CMD-V)
re: load/save times
As Rick said, the underlying database needs a re-organization to speed this up for very large files. It's on the list -- unfortunately more than a night's work...
