If your SCOs are all separate, there's nothing you can do in the imsmanifest.xml files of those SCO modules to make Moodle think they're actually part of a Multi-SCORM. You really need to package all of these modules together inside a multi-SCORM and then the imsmanifest.xml of THAT package will have the necessary code to get your LMS to view them as all being part of the same course.
You mention that you don't have the Adobe Multi-SCORM Packaging tool so it appears you only have Captivate as a standalone app and not as part of the Elearning Suite where that tool is included. It IS now included with Captivate 7 by the way. But I digress...If you need to package multi-SCORMs Google for information about RELOAD EDITOR. It's another free tool you can use to do a similar job.
Aggregator is NOT complatible with SCORM.
Compiling a number of separate SCOs into a Multi-SCORM package will NOT change load times for the end user. The zip package gets unzipped on your LMS after you upload the course. When the user begins viewing the course, they do not need to download the entire course before it will start playing. That's not how mutli-SCOs work. All your users are doing is still just downloading and viewing each module SCO of the course the same as they would have if they were individual SCOs. The only difference for the user is that with a multi-SCO setup the LMS displays a TOC with links to launch each separate SCO belonging to the bundle.