I don't see a particular reason why you'd want to set a non-multiple-of-10000 loan amount. To avoid complicating the SetLoadAmount code, perhaps a better solution would be to add a new SetMaxLoanAmount GS-only function, that takes a company ID as parameter

Note that OpenTTD handles hacked loan amounts in a way that still (mostly) makes sense. Paying off a loan between 1 and 9999 still works correctly (even in the error handler), unless you control-click to pay off the loan. This will set the loan to a negative number, resulting in loan interest adding to your bank balance instead of subtracting.

The part about setting loans that aren't multiples of 10000 can be dropped as it is not as important as being able to set a loan higher than the max loan via a Game Script. I would still like it if a Game Script can set the max loan of a company to any non-negative multiple of 10,000 (this includes zeroing the max loan). I have changed the title to reflect this.

I suppose the idea here is to let a GS give a company a loan they can pay back, but not take out again?

That, and there's the possibility of allowing Game Scripts to reward big companies with good financial management with bigger loans and/or penalize companies with bad financial management by disallowing large loans. Custom scenarios could also be designed with Game Scripts that disallow loans at all (by setting everyone's loan and max loan to 0).

Note: This will mean that AIs and Game Scripts may need to find new ways of determining the inflation factor, for example by using the ratio of prices (original to current) of the zeroth engine.

Closing this issue as feature is not needed.