If you are using a LOAD, only PK constraint violations will be detected and deleted .. SET INTEGRITY statement has to be run after the load command to validate data against other constraints .. Until this time, the table is inaccessible ..
If you are using a LOAD, and the table is already big, use INDEXING MODE INCREMENTAL ... for million records, do not drop the indexes before loading .. the LOAD command starts building the indexes when loading the data itself ... Therefore, the index build is not only more efficient but also you can avoid a rebuild of the entire index ...
HTH
Sathyaram