If they are Split then move the transports close to the infantry and select the infantry platoon icon and press the FORMATION > JOIN buttons. The 2 transport and infantry icons will become one and you can then use the load order.
With the icon selected press the button ORDERS > LOAD.

If you join ...

You can adjust the map scroll speed in the options. Default speed is 1500 IIRC, but it's adjustable up to 5000 which seems more than fast enough without even using the shift key.