I have a Address List containing around 6000 prefix:
https://elpis.pururin.moe/address-list.rsc
I wondering how well Mikrotik handle such large prefixes for Firewall Mangle
AS15169 - Google LLC (81 IPv4 / 19 IPv6 prefixes)
AS32934 - Facebook, Inc. (23 IPv4 / 7 IPv6 prefixes)
AS45102 - Alibaba US (51 IPv4 / 9 IPv6 prefixes)
AS16509 - Amazon.com, Inc. (4915 IPv4 / 901 IPv6 prefixes)
Generally they handle it well. 6k isn't all that large anyway.
The usual problem that people face is the amount of disk space required to store the lists. This is really only a problem for the 16MB devices and actually large lists.
As a comment about adding entries in a script;
How about CPU wise?
for CCR2004, as BGP, play with mangle + simple queue only (no filter, no nat)
how well it handle 10Gbps
Address list matching has a marginally higher cpu impact than plain src/dst-address, and this small overhead is independent of the number of items in the address list (a hash table type data structure is used internally.)
The bigger problem you'll face is about mangling and fasttrack being mostly exclusive, but this is not specifically related to address lists (or their size.) 10 Gbps without fasttrack is a strech for the ccr2004.
EDIT: You have the option of marking the connections where you apply mangling, and then add a connection-mark=no-mark filter to your fasttrack rule, so only mangled connections are excluded from fasttrack. Depending on your goals, this may alleviate some of the performance impact...