How to add over 1000 categories?

I have two primary categories and each will have over 500 categories in each. The problem is trying to load them in because it keeps timing out and grinds WP to a halt when trying to post.

I gave up on trying to categorise them and created pages instead with more success but the problem is that the page menu doesn’t paginate and basically times out when calling MANAGE/PAGES. It dramatically slows down WP in general too.

Is there an easy way to manage thousands of either pages or categories? It seems WP is only geared up to handle thousands of posts instead.