Hi,
My experience: As long as you don’t open the edit-dialog (Ctrl + E), PP is able to manage large number of holdings. I use it regularly even with top 3200 holdings (e.g. in Statement of Assets or for exporting Statement of Assets), but aftwards I usually fall back to lower numbers again to keep the file manageable.
I undestand your idea and will consider such option in future, but for the moment, I would recommend that you run the script multiple times and after each run rename the taxonomy Holding into e.g. “Holding [Top 25]” to preserve the result of the previous run.