This issue was fixed in ID CC2019 version.
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Adobe InDesign team
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Same here as well.
On my computer, the "New cross reference" window takes over 9 full Minutes to load, presumably because it loads the list for "All paragraphs" by default, which turns out to be catastrophic for my workflow due to the massive amount of paragraphs in my document, which is over 300 A4 pages long and contains a huge amount of tables, picture descriptions as well as titles and subtitles. I'm working a lot with cross references in order to provide easy navigation within the exported PDF document.
I suggest either pre-selecting for example "No paragraph format" for a smaller list or use a virtual list that only loads 100 items at a time, or something along those lines. Loading the list asynchronously might work as well, so window opens and is responsive, while the list keeps loading. I have of course no idea how it's implemented and how complex this loading process is and the above suggestions are just from the top of my head.
Whatever the solution may be, the current state is unacceptable to me when I have to spend around an hour to add or edit 7 new cross references.
Windows 10, Intel Core i7-4770K 3.50GHz (overclocked to 4.2GHz), 32 GB DDR3 RAM (16 GB for RAM disk)
InDesign CC 13.1 x64, installed on SSD 512 GB, documents on HDD 2 TB