What do you mean by shifting under load. Load as in how much power is being applied to the pedals?

If so, then at low RPM's around 60 rpm, one will need to relax a bit on the pedaling power when shifting. The slower the crank rpm the more one has to let up on the power to let the shift occur smoothly. As crank rpms increase past 80 and more so past 90 rpm, then it takes very little to no letting up on the power going into the pedals to shift smoothly.

Again, if these are Shimano components, then go to the website I gave you previously and plug in the part numbers of the RD and FD and get their instructions for how to set them up properly. At first, some of Shimano's pictograms will seem not too helpful. But once you get to reading and seeing what the pictograms are actually showing you, you'll find them helpful.

If they are SRAM or Campagnolo, then they have instructions too. But you'll have to find them. I don't have any of their stuff any more. And Park Tools website has some good instructions and videos too. Though sometimes in the videos, Cal's antics and those of other's are a tad annoying. https://www.parktool.com/en-us/blog/repair-help