I haven't tried with the Sharepoint API, but with large-ish SQL Tables, I sometimes do the following. Once the data is in a Collection, there are no Delegation issues.
Also consider caching the 20k records on-device for better performance. @PaulD1 's most recent YouTube video has AWESOME insights on how to do this type of thing (I've yet to implement, but can't wait to try!).
Concurrent(
ClearCollect(col1, Filter('[dbo].[bigSqltable]', recordID >= 1 && recordID <= 2000)),
ClearCollect(col2, Filter('[dbo].[bigSqltable]', recordID >= 2001 && recordID <= 4000)),
ClearCollect(col3, Filter('[dbo].[bigSqltable]', recordID >= 4001 && recordID <= 6000)),
ClearCollect(col4, Filter('[dbo].[bigSqltable]', recordID >= 6001 && recordID <= 8000)),
ClearCollect(col5, Filter('[dbo].[bigSqltable]', recordID >= 8001 && recordID <= 10000)),
ClearCollect(col6, Filter('[dbo].[bigSqltable]', recordID >= 10001 && recordID <= 12000)),
ClearCollect(col7, Filter('[dbo].[bigSqltable]', recordID >= 12001 && recordID <= 14000)),
ClearCollect(col8, Filter('[dbo].[bigSqltable]', recordID >= 14001 && recordID <= 16000)),
ClearCollect(col9, Filter('[dbo].[bigSqltable]', recordID >= 16001 && recordID <= 18000)),
ClearCollect(col10, Filter('[dbo].[bigSqltable]', recordID >= 18001 && recordID <= 20000)),
ClearCollect(col11, Filter('[dbo].[bigSqltable]', recordID >= 20001 && recordID <= 22000)),
ClearCollect(col12, Filter('[dbo].[bigSqltable]', recordID >= 22001 && recordID <= 24000)),
ClearCollect(col13, Filter('[dbo].[bigSqltable]', recordID >= 24001 && recordID <= 26000)),
ClearCollect(col14, Filter('[dbo].[bigSqltable]', recordID >= 26001 && recordID <= 28000)),
ClearCollect(col15, Filter('[dbo].[bigSqltable]', recordID >= 28001 && recordID <= 30000)),
ClearCollect(col16, Filter('[dbo].[bigSqltable]', recordID >= 30001 && recordID <= 32000)),
ClearCollect(col17, Filter('[dbo].[bigSqltable]', recordID >= 32001 && recordID <= 34000)),
ClearCollect(col18, Filter('[dbo].[bigSqltable]', recordID >= 34001 && recordID <= 35000))
);
ClearCollect(colCombined,
col1, col2, col3, col4, col5, col6, col7, col8, col9, col10, col11, col12, col13, col14, col15, col16, col17, col18
)
Might work in your case?
See post here too.
Good luck!