I think that OnValidateEntityAfterLoad() would be a nice option. But if you see it does not belong there and it should be somewhere else, then I suggest it belongs to business logic and should be implemented in some manager class, from which you call a method just after you fetch the entity.
I found the following note a useful one to read(copied from LLBLgen Pro manual "Concepts - N-tier development"):
Business logic and where to put it
Where to put your business logic code? The section Using the generated code goes more deeply into the question where Business Logic code can be placed in combination with the generated code. There are roughly three kinds of business logic or better: business logic rules:
1- Field oriented business logic rules. Example: ID > 0.
2- Entity wide oriended business logic rules. Example: Ship date >= order date
3- Cross entity oriented business logic rules. Example: Customer is gold customer if customer has purchased at least n orders in the last m months
In LLBLGen Pro, type 1 and 2 are done through Validator classes, which implement IValidator. Validator classes can be generated for each entity by enabling the task to generate them in the run queue when generating code, they're not generated by default. You can also opt for implementing the type 1 and type 2 code inside an entity, for example by using a partial class. Typically you then override the validation methods like OnValidateEntityAfterLoad() and similar methods. Type 3 are stored in classes placed on top of the generated code, so called manager classes which manage a process or sub- process. LLBLGen Pro offers several options for you to add type 1 and type 2 code to the generated code in a safe manner. Please consult Adding your own code to the generated classes for details.