[TimeZone]

I was wondering if there was a way to download different backgrounds and use them with this skin. Mainly for the submenus and stuff.

There is a way to set background images only for the main menus not submenus and "stuff". Go to Settings > Setup Main Menu then choose the menu whose background you wish to change, say Movies, then select Set Item Background and choose Set single Image background or set Multi-image background. Whichever you choose, it will open file manager for you to point it to where your images/backgrounds are stored in the firestick.

The tricky part: Does firestick have a File manager? Does it allow you to save files such as pictures into the device's internal storage? I don't have a firestick but you need to have a way to save the images in the firestick in order to use them.

I was also wondering if it was possible to change the loading image that is displayed.

There are two possible things you mean here, either Kodi's Splash screen (start up image with matrix symbols for Kodi 19) or the Skin's Splash screen (which is a video for Aeon Tajo). If you mean Kodi's splash screen, then no, you can't change that but you can remove it completely. See wiki here
If on the other hand you mean the Skin's Splash screen then you can replace that video with another one of your own, which still circles back to: Can you access the skin folder via File manager in Firestick?