When I had an open station tractor, I removed the loader...my opinion, that's the best way. Now that I have a cabbed tractor, I haven't removed the loader, but I drop off the bucket. I think I'll drop the loader for this season...but the loader masts (the uprights that hook into the loader brackets) are awful close to the cab. That's not normally too much of a hassle when removing the loader, but can be a hassle when re-mounting the loader (unless the tractor is perfectly aligned with the loader). I might try it though...we'll see.
So, I recommend removing the loader. Make sure you park the loader in a spot that is both easily accessible and on solid ground...put a board under the support legs rather then on the grass.
As far as raising the mower during transport...I have suitcase weights and I've used them with my previous Deere 4400. They may not be necessary with the 4520 since it's a heavier tractor. With your tractor, I'd try raising the finish mower and see how it feels before buying front weights (which aren't cheap unless you buy 'em used like I did).