A way to create large dictionary? "ERROR: LoadError: syntax: expression too large"

I believe the issue is that you are making the whole dictionary as a comprehension. Did you try something like,

pDemand = Dict( (:DEM_ELC_DH, :ELC, :AL, :2018, :d001_h00) => 20.4280246 )
pDemand[(:DEM_ELC_DH, :ELC, :AR, :2018, :d001_h00)] = 9.4801576
pDemand[(:DEM_ELC_DH, :ELC, :AZ, :2018, :d001_h00)] = 12.5974967
…
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