I tried this file: MUNICIPIOSDECOLOMBIAKMLQGIS.kml
and my PC is really slow. It hit a large a mount of CPU to render the map.
For a test you can limit First 100 row in the load script and see if you can create a layer or not.
I suggest creating a drill down area like: Department -> Municipalities , based on your country's subdivisions.
You can find Colombia KMZ here: https://gadm.org/download_country_v3.html
Download KMZ file and convert it to KML by Google Earth.
Maybe you could try making the file smaller by reducing precision then try generating the map again.
Using this tool i managed to reduce your file size (MUNICIPIOSDECOLOMBIAKMLQGIS.kml ) from the original 169MB to 107MB.
I did this in one of our projects and it reduced the time needed to paint the maps.