I found out how to stop the delay after bad commands. I turned demand loading for object ARX off! only problem is that all the ARX commands (e.g. RECTANG) that aren't autoloaded or loaded at startup will issue the "Unknown command." But at least it's done instantly. I will just go through the next couple of days writing down the unknown commands that shouldn't be unknown and compile a list of ARX files to load at startup.
Edit: Well this was a bad idea since so many of Autocad's commands are demand loaded and it's not easy to find which ARX file needs to be loaded to get the command working.