When using the RadToolTipManager load-on-demand capabilities the controls must be bound in the PreRender event of the user control in order to have the new values. This is explained here: http://www.telerik.com/help/aspnet-ajax/tooltip-troubleshooting-common-issues.html
In case you are using your own form of LOD and not the built-in one you must make sure that you recreate the controls in time, preferrably during the Page_Init event of the hosting page so that the same ones are available in the Page_Load event. Other than these two I cannot think of any reasons for issues with the Page_Load event of a user control. It should fire in any case, when the control is loaded, regardless of the code that loads it. If it does not, for some reason, the issue should be sought in the control itself.
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