When you say "loading of entities into a collection" do you mean fetching an entity collection (using .GetMulti or .FetchEntityCollection) or adding existing, already fetched entities into a collection ?
If the former you can override AuditLoadOfEntity in your validator class, which will be called for each entity fetched from the database. Because this is on your existing validator the information passed into the constructor will still be available to you.
I'm not sure if there is an easy way to distininguish between fetching an entity as part of a collection and a fetching a single entity though...
Matt