The file startup_loading.vtf is a texture file used by the Source Engine (found in games like Half-Life 2, Garry's Mod, and Synergy) to display the initial loading screen. If you are seeing an error that this file is missing, it is typically because a mod is looking in the wrong directory or was created before the "SteamPipe" file structure update. How to Fix or Get the File
[Game Root]\csgo\materials\console (for CS:GO)tf\materials\consoleleft4dead2\materials\consoleWhat is a VTF file?
Create a copy of it and rename the copy to startup_loading.vtf. 3. Verification and Extraction startup-loading.vtf download
Conclusion
Here are a few possible sources: