CREATE INDEX is internally mapped to ALTER TABLE, and every ALTER TABLE recreates the full table, including copying the data and creating all indexes. So make all changes with one ALTER TABLE statement. Not every change in its own statement.
The best way to do might be:
Create a new table without indexes.
Load the data into it.
Alter the table, adding all indexes you want to have on it.
Rename the old table to something.
Rename the new table to the old name.
Load the data before creating the indexes because the index creation on existing data is mostly much faster than index creation on the fly.
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