8 – Custom ENTITIES: additional data of the referenced entity (child) is always loaded

I created some custom entity types, let's call them "parent_entity_type" and "historic_data_entity_type". The main entity type refers to historic_data_entity_type which indicates which data is currently updated and historic_data_entity_type has a field that refers to the principal to obtain a complete historical overview.

Knowing that I want a parent entity always to be fully loaded with data from the referenced historical entity as soon as possible during the process of loading the entity. Therefore, I would prefer to do it in my custom entity class or somewhere in this level instead of using hook_entity_load or similar hooks that are called later in the process.

Is there anyone who can give me a clue how to achieve it? If I look at Entity :: load (), do I think I need to configure some kind of custom EntityStorage?