Hey Berny!
I know you're seeking an answer from someone that has experienced using the external splash page with the same number of users, but I can definitely say there should be no problem with the GR AP redirecting that many users over time as long as they aren't all connected to a single GR at the same time.
As long as your server is able to support the number of connections you're seeking, the GRs will continue to redirect clients to the configured URL pointing to your server.
Cheers,
Dom